+51.5%
CART vs STT
+199.6%
-148.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | +12.6% | +3.9% | +8.8% | +11.2% |
| 3M | +23.1% | +20.0% | +3.2% | +15.8% |
| 6M | +39.5% | +55.3% | -15.8% | +20.2% |
| YTD | +13.5% | +53.3% | -39.8% | -1.9% |
| 1Y | +14.9% | +74.7% | -59.8% | -5.7% |
| All | +51.5% | +199.6% | -148.0% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling