+139.3%
SLB vs CARR
+9.5%
+129.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +7.8% | -8.7% | +16.4% | +11.0% |
| 3M | +2.7% | -18.4% | +21.0% | +9.3% |
| 6M | +22.2% | -0.6% | +22.8% | +20.0% |
| YTD | +51.1% | +10.9% | +40.2% | +42.3% |
| 1Y | +63.3% | -7.3% | +70.6% | +63.7% |
| 3Y | +2.4% | +2.9% | -0.5% | -2.1% |
| 5Y | +139.3% | +9.6% | +129.7% | +120.8% |
| All | +139.3% | +9.5% | +129.8% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling