+56.6%
CART vs STZ
+17.1%
+39.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.3% | +5.3% | -5.1% | +0.1% |
| 30D | +22.4% | +19.6% | +2.8% | +21.9% |
| 3M | +15.6% | +10.0% | +5.7% | +14.9% |
| 6M | +44.9% | -0.3% | +45.2% | +41.5% |
| YTD | +30.0% | +8.6% | +21.4% | +30.4% |
| 1Y | +56.6% | +16.6% | +40.0% | +54.3% |
| All | +56.6% | +17.1% | +39.6% | +54.3% |
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