+111.6%
CART vs STT
+164.8%
-53.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -1.1% |
| 7D | +1.2% | -4.9% | +6.1% | +2.6% |
| 30D | +27.1% | -6.0% | +33.1% | +29.2% |
| 3M | +27.4% | -11.7% | +39.1% | +31.7% |
| 6M | +32.1% | +11.7% | +20.4% | +27.3% |
| YTD | +28.5% | +30.4% | -1.9% | +18.0% |
| 1Y | +58.8% | +43.9% | +14.9% | +41.2% |
| All | +111.6% | +164.8% | -53.2% | +37.2% |
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