-5.9%
SLB vs CNI
+136.1%
-142.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.4% |
| 7D | -2.4% | -1.1% | -1.3% | -1.6% |
| 30D | +4.9% | -3.5% | +8.4% | +7.7% |
| 3M | +1.4% | +2.2% | -0.8% | -0.8% |
| 6M | +17.6% | +15.1% | +2.5% | +4.2% |
| YTD | +48.3% | +24.7% | +23.6% | +22.7% |
| 1Y | +58.7% | +33.4% | +25.3% | +23.8% |
| 3Y | +0.6% | +19.5% | -19.0% | -16.5% |
| 5Y | +133.6% | +12.6% | +121.0% | +95.6% |
| All | -5.9% | +136.1% | -142.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling