+39.1%
SLB vs CART
+57.6%
-18.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.8% |
| 7D | -7.7% | +1.2% | -8.9% | -7.7% |
| 30D | -0.7% | +27.1% | -27.8% | +0.6% |
| 3M | 0.0% | +27.4% | -27.5% | +1.5% |
| 6M | -10.4% | +32.1% | -42.6% | -8.9% |
| YTD | +31.5% | +28.5% | +3.0% | +35.5% |
| 1Y | +39.1% | +58.8% | -19.7% | +31.4% |
| All | +39.1% | +57.6% | -18.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling