+238.4%
STM vs CARR
+441.9%
-203.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.8% | +1.6% | +4.2% | +5.0% |
| 30D | -1.0% | -8.7% | +7.7% | +3.3% |
| 3M | -33.3% | -12.6% | -20.7% | -28.9% |
| 6M | +57.4% | -1.5% | +58.9% | +58.2% |
| YTD | +102.2% | +14.3% | +87.9% | +90.2% |
| 1Y | +99.6% | -4.6% | +104.2% | +102.7% |
| 3Y | +14.5% | +7.3% | +7.2% | +9.9% |
| 5Y | +21.4% | +11.6% | +9.7% | +9.0% |
| All | +238.4% | +441.9% | -203.5% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling