+71.5%
CART vs STT
+154.8%
-83.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -1.0% |
| 7D | +1.2% | -4.9% | +6.1% | +2.8% |
| 30D | +27.1% | -6.0% | +33.1% | +29.5% |
| 3M | +27.4% | -11.7% | +39.1% | +32.2% |
| 6M | +32.1% | +11.7% | +20.4% | +26.7% |
| YTD | +28.5% | +30.4% | -1.9% | +16.6% |
| 1Y | +58.8% | +43.9% | +14.9% | +38.9% |
| 3Y | +114.8% | +165.4% | -50.7% | +29.9% |
| All | +71.5% | +154.8% | -83.3% | +6.5% |
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