-9.9%
SLB vs CART
+39.2%
-49.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -3.7% | +1.5% | -5.2% | -3.8% |
| 30D | +2.9% | +22.4% | -19.5% | +1.3% |
| 3M | +0.2% | +16.5% | -16.3% | -1.1% |
| 6M | -4.4% | +44.9% | -49.3% | -7.6% |
| YTD | +33.4% | +30.0% | +3.5% | +30.3% |
| 1Y | +40.8% | +59.1% | -18.3% | +33.8% |
| 3Y | +3.2% | +138.8% | -135.6% | -5.7% |
| All | -9.9% | +39.2% | -49.1% | -18.7% |
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