+112.8%
CART vs STT
+165.4%
-52.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.0% | -2.5% | +5.4% | +3.7% |
| 30D | +28.6% | -5.0% | +33.5% | +30.3% |
| 3M | +29.1% | -10.5% | +39.5% | +32.9% |
| 6M | +44.7% | +10.0% | +34.7% | +40.1% |
| YTD | +29.2% | +30.7% | -1.5% | +18.6% |
| 1Y | +66.2% | +43.8% | +22.4% | +47.8% |
| 3Y | +112.8% | +168.1% | -55.3% | +37.9% |
| All | +112.8% | +165.4% | -52.5% | +37.9% |
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