+45.8%
SLB vs CARR
-1.6%
+47.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +3.5% | +3.5% | 0.0% | +2.7% |
| 30D | +6.5% | +0.4% | +6.2% | +6.4% |
| 3M | -0.2% | -14.1% | +13.8% | +3.0% |
| 6M | -5.7% | -16.7% | +11.0% | -2.5% |
| YTD | +36.8% | +4.2% | +32.6% | +26.7% |
| 1Y | +45.8% | -0.2% | +46.0% | +38.0% |
| All | +45.8% | -1.6% | +47.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling