+1.5%
CARR vs STT
+197.5%
-195.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -3.8% | -0.4% | -3.3% | -3.5% |
| 30D | -8.9% | +1.7% | -10.6% | -9.8% |
| 3M | -17.3% | +17.9% | -35.2% | -24.7% |
| 6M | -1.4% | +55.3% | -56.7% | -22.6% |
| YTD | +10.0% | +52.7% | -42.7% | -13.4% |
| 1Y | -6.4% | +75.7% | -82.0% | -32.2% |
| 3Y | +1.5% | +197.9% | -196.4% | -45.6% |
| All | +1.5% | +197.5% | -195.9% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling