+75.7%
CART vs STT
+167.4%
-91.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +29.7% | -1.7% | +31.3% | +30.3% |
| 3M | +29.7% | -6.4% | +36.1% | +32.2% |
| 6M | +36.8% | +17.7% | +19.1% | +29.1% |
| YTD | +31.7% | +36.9% | -5.2% | +17.8% |
| 1Y | +62.4% | +52.0% | +10.3% | +39.6% |
| 3Y | +120.1% | +178.6% | -58.5% | +31.2% |
| All | +75.7% | +167.4% | -91.7% | +7.6% |
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