+228.7%
STM vs CARR
+414.1%
-185.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.5% |
| 7D | -1.1% | -4.1% | +3.1% | +0.9% |
| 30D | -7.8% | -11.0% | +3.2% | -2.7% |
| 3M | -28.2% | -16.4% | -11.8% | -21.9% |
| 6M | +52.0% | -2.4% | +54.3% | +53.4% |
| YTD | +96.4% | +8.4% | +88.0% | +89.3% |
| 1Y | +98.8% | -8.0% | +106.8% | +105.5% |
| 3Y | +18.3% | +0.6% | +17.7% | +16.9% |
| 5Y | +17.7% | +7.7% | +10.0% | +8.0% |
| All | +228.7% | +414.1% | -185.4% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling