-0.7%
STM vs CART
+38.4%
-39.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.9% | +4.3% |
| 7D | -10.7% | +3.0% | -13.7% | -11.1% |
| 30D | -25.7% | +28.6% | -54.3% | -29.1% |
| 3M | -21.6% | +29.1% | -50.6% | -25.4% |
| 6M | -27.8% | +44.7% | -72.5% | -32.9% |
| YTD | +61.8% | +29.2% | +32.5% | +52.7% |
| 1Y | +78.1% | +66.2% | +11.9% | +59.0% |
| 3Y | +4.9% | +112.8% | -107.9% | -10.0% |
| All | -0.7% | +38.4% | -39.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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