+62.4%
CART vs STZ
+14.7%
+47.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.8% | +1.4% |
| 7D | +1.4% | +13.0% | -11.6% | +1.0% |
| 30D | +29.7% | +29.4% | +0.2% | +28.7% |
| 3M | +29.7% | +11.6% | +18.1% | +28.9% |
| 6M | +36.8% | -0.2% | +37.0% | +33.8% |
| YTD | +31.7% | +8.6% | +23.1% | +31.0% |
| 1Y | +62.4% | +15.9% | +46.4% | +57.1% |
| All | +62.4% | +14.7% | +47.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling