+7.7%
CARR vs STT
+153.4%
-145.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.0% |
| 3M | -16.4% | +18.8% | -35.2% | -23.4% |
| 6M | -2.4% | +57.9% | -60.3% | -22.0% |
| YTD | +8.4% | +51.0% | -42.6% | -11.9% |
| 1Y | -8.0% | +77.1% | -85.1% | -31.1% |
| 3Y | +0.6% | +199.8% | -199.3% | -42.0% |
| 5Y | +7.7% | +156.0% | -148.2% | -38.0% |
| All | +7.7% | +153.4% | -145.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling