+329.8%
SLB vs CARR
+394.0%
-64.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +3.5% | +3.5% | 0.0% | +2.3% |
| 30D | +6.5% | +0.4% | +6.2% | +6.3% |
| 3M | -0.2% | -14.1% | +13.8% | +5.1% |
| 6M | -5.7% | -16.7% | +11.0% | -0.3% |
| YTD | +36.8% | +4.2% | +32.6% | +31.7% |
| 1Y | +45.8% | -0.2% | +46.0% | +42.4% |
| 3Y | +3.4% | +10.9% | -7.5% | -4.3% |
| 5Y | +76.1% | +3.9% | +72.3% | +62.6% |
| All | +329.8% | +394.0% | -64.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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