+2.8%
SLB vs CART
+21.6%
-18.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | +15.8% | +12.6% | +3.2% | +14.7% |
| 3M | -0.3% | +23.1% | -23.5% | -2.1% |
| 6M | +21.3% | +39.5% | -18.2% | +17.4% |
| YTD | +52.3% | +13.5% | +38.8% | +50.5% |
| 1Y | +63.6% | +14.9% | +48.7% | +60.8% |
| All | +2.8% | +21.6% | -18.8% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling