-4.5%
SLB vs CART
+112.9%
-117.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -7.1% | +3.0% | -10.1% | -7.4% |
| 30D | +4.1% | +28.6% | -24.5% | +1.8% |
| 3M | -2.6% | +29.1% | -31.7% | -5.0% |
| 6M | -8.6% | +44.7% | -53.3% | -12.0% |
| YTD | +32.2% | +29.2% | +3.0% | +28.8% |
| 1Y | +40.7% | +66.2% | -25.5% | +31.6% |
| 3Y | -4.5% | +112.8% | -117.3% | -15.9% |
| All | -4.5% | +112.9% | -117.4% | -15.9% |
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