+51.5%
CART vs STLA
-66.5%
+118.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | +1.0% | +2.6% | -1.5% | +0.8% |
| 30D | +12.6% | -1.2% | +13.9% | +12.6% |
| 3M | +23.1% | -24.8% | +47.9% | +25.9% |
| 6M | +39.5% | -25.6% | +65.1% | +42.4% |
| YTD | +13.5% | -48.9% | +62.5% | +20.2% |
| 1Y | +14.9% | -38.8% | +53.6% | +18.5% |
| All | +51.5% | -66.5% | +118.0% | +65.3% |
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