+414.1%
CARR vs STT
+429.2%
-15.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -4.1% | -1.4% | -2.8% | -3.5% |
| 30D | -11.0% | +2.2% | -13.2% | -11.9% |
| 3M | -16.4% | +18.8% | -35.2% | -23.0% |
| 6M | -2.4% | +57.9% | -60.3% | -21.1% |
| YTD | +8.4% | +51.0% | -42.6% | -10.9% |
| 1Y | -8.0% | +77.1% | -85.1% | -29.9% |
| 3Y | +0.6% | +199.8% | -199.3% | -40.2% |
| 5Y | +7.7% | +156.0% | -148.2% | -34.1% |
| All | +414.1% | +429.2% | -15.2% | +134.6% |
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