-10.8%
SLB vs CART
+38.4%
-49.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -7.1% | +3.0% | -10.1% | -7.3% |
| 30D | +4.1% | +28.6% | -24.5% | +2.0% |
| 3M | -2.6% | +29.1% | -31.7% | -4.8% |
| 6M | -8.6% | +44.7% | -53.3% | -11.6% |
| YTD | +32.2% | +29.2% | +3.0% | +29.2% |
| 1Y | +40.7% | +66.2% | -25.5% | +32.8% |
| 3Y | -4.5% | +112.8% | -117.3% | -13.1% |
| All | -10.8% | +38.4% | -49.1% | -19.4% |
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