+8.5%
STM vs CART
+41.0%
-32.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.6% | -6.3% |
| 7D | -6.0% | +1.4% | -7.4% | -6.3% |
| 30D | -20.9% | +29.7% | -50.6% | -24.6% |
| 3M | -15.8% | +29.7% | -45.5% | -20.0% |
| 6M | -17.0% | +36.8% | -53.8% | -22.2% |
| YTD | +76.8% | +31.7% | +45.1% | +66.3% |
| 1Y | +96.5% | +62.4% | +34.1% | +76.3% |
| 3Y | +14.0% | +120.1% | -106.1% | -2.6% |
| All | +8.5% | +41.0% | -32.5% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling