+139.3%
SLB vs CNI
+10.3%
+129.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -1.9% | +0.9% | -2.7% | -2.3% |
| 30D | +7.8% | -2.1% | +9.9% | +9.0% |
| 3M | +2.7% | +1.8% | +0.9% | +1.3% |
| 6M | +22.2% | +14.8% | +7.4% | +12.1% |
| YTD | +51.1% | +25.4% | +25.7% | +31.3% |
| 1Y | +63.3% | +32.9% | +30.4% | +36.8% |
| 3Y | +2.4% | +20.2% | -17.8% | -10.6% |
| 5Y | +139.3% | +12.2% | +127.2% | +114.4% |
| All | +139.3% | +10.3% | +129.0% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling