+71.5%
CART vs STZ
-40.2%
+111.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +1.2% | +11.8% | -10.6% | -0.3% |
| 30D | +27.1% | +26.0% | +1.1% | +23.1% |
| 3M | +27.4% | +11.5% | +15.9% | +25.4% |
| 6M | +32.1% | -2.0% | +34.1% | +31.5% |
| YTD | +28.5% | +7.9% | +20.6% | +24.9% |
| 1Y | +58.8% | +13.9% | +44.9% | +52.4% |
| 3Y | +114.8% | -35.8% | +150.6% | +119.0% |
| All | +71.5% | -40.2% | +111.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling