+71.5%
CART vs STLA
-73.2%
+144.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.1% |
| 7D | +1.2% | -5.5% | +6.7% | +1.6% |
| 30D | +27.1% | -3.7% | +30.8% | +27.4% |
| 3M | +27.4% | -21.1% | +48.6% | +29.7% |
| 6M | +32.1% | -38.3% | +70.5% | +37.0% |
| YTD | +28.5% | -59.2% | +87.7% | +38.4% |
| 1Y | +58.8% | -56.7% | +115.5% | +69.4% |
| 3Y | +114.8% | -74.3% | +189.1% | +137.6% |
| All | +71.5% | -73.2% | +144.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling