+21.1%
STM vs CARR
+9.5%
+11.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.5% |
| 7D | +1.7% | +0.6% | +1.0% | +1.2% |
| 30D | -5.2% | -8.7% | +3.5% | +0.7% |
| 3M | -29.6% | -18.4% | -11.2% | -19.5% |
| 6M | +54.4% | -0.6% | +55.0% | +53.3% |
| YTD | +99.5% | +10.9% | +88.6% | +84.0% |
| 1Y | +100.8% | -7.3% | +108.0% | +107.5% |
| 3Y | +20.2% | +2.9% | +17.3% | +11.2% |
| 5Y | +21.1% | +9.6% | +11.5% | -7.7% |
| All | +21.1% | +9.5% | +11.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling