+338.1%
SLB vs CNI
+6,541.6%
-6,203.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -2.1% | +2.9% | +2.2% |
| 30D | +15.8% | -3.3% | +19.1% | +18.1% |
| 3M | -0.3% | +3.8% | -4.1% | -3.0% |
| 6M | +21.3% | +12.7% | +8.7% | +11.6% |
| YTD | +52.3% | +26.3% | +26.0% | +30.0% |
| 1Y | +63.6% | +29.9% | +33.7% | +36.7% |
| 3Y | +3.8% | +15.9% | -12.2% | -7.9% |
| 5Y | +128.6% | +6.9% | +121.7% | +110.0% |
| 10Y | -3.1% | +126.8% | -129.8% | -42.1% |
| All | +338.1% | +6,541.6% | -6,203.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling