+1.8%
SLB vs CNI
+22.0%
-20.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.6% | +1.0% | +1.5% | +2.0% |
| 30D | +4.4% | +7.5% | -3.1% | +0.4% |
| 3M | -2.7% | +1.7% | -4.4% | -3.8% |
| 6M | -7.5% | +15.4% | -23.0% | -15.0% |
| YTD | +34.8% | +31.5% | +3.3% | +13.7% |
| 1Y | +44.6% | +32.8% | +11.8% | +21.2% |
| All | +1.8% | +22.0% | -20.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling