-11.3%
SLB vs CART
+37.6%
-48.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.5% |
| 7D | -7.7% | +1.2% | -8.9% | -7.8% |
| 30D | -0.7% | +27.1% | -27.8% | -2.6% |
| 3M | 0.0% | +27.4% | -27.5% | -2.1% |
| 6M | -10.4% | +32.1% | -42.6% | -12.7% |
| YTD | +31.5% | +28.5% | +3.0% | +28.5% |
| 1Y | +39.1% | +58.8% | -19.7% | +32.1% |
| 3Y | -5.7% | +114.8% | -120.5% | -14.1% |
| All | -11.3% | +37.6% | -48.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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