-4.6%
STM vs CARR
+4.0%
-8.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +12.0% | +3.5% | +8.5% | +9.5% |
| 30D | -0.4% | +0.4% | -0.7% | -0.2% |
| 3M | -13.2% | -14.1% | +0.9% | -3.6% |
| 6M | -26.1% | -16.7% | -9.4% | -16.3% |
| YTD | +81.2% | +4.2% | +77.0% | +74.5% |
| 1Y | +98.3% | -0.2% | +98.5% | +96.4% |
| 3Y | +16.7% | +10.9% | +5.9% | +2.2% |
| All | -4.6% | +4.0% | -8.6% | -25.5% |
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