-7.6%
SLB vs CART
+40.2%
-47.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.4% |
| 30D | +6.5% | +19.2% | -12.7% | +5.0% |
| 3M | -0.2% | +17.6% | -17.8% | -1.6% |
| 6M | -5.7% | +47.4% | -53.1% | -8.9% |
| YTD | +36.8% | +30.9% | +6.0% | +33.6% |
| 1Y | +45.8% | +46.0% | -0.2% | +40.1% |
| 3Y | +3.4% | +130.3% | -127.0% | -5.8% |
| All | -7.6% | +40.2% | -47.8% | -16.7% |
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