+394.0%
CARR vs STT
+382.4%
+11.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.5% | +4.8% | -1.3% | +1.3% |
| 30D | +0.4% | +3.9% | -3.6% | -1.4% |
| 3M | -14.1% | -8.2% | -5.9% | -10.7% |
| 6M | -16.7% | +15.6% | -32.3% | -22.3% |
| YTD | +4.2% | +37.6% | -33.4% | -10.6% |
| 1Y | -0.2% | +50.1% | -50.3% | -17.8% |
| 3Y | +10.9% | +183.1% | -172.2% | -32.2% |
| 5Y | +3.9% | +104.8% | -101.0% | -29.8% |
| All | +394.0% | +382.4% | +11.6% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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