+123.8%
STX vs CARR
-1.4%
+125.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.7% | -8.4% |
| 7D | -20.2% | -0.7% | -19.5% | -19.9% |
| 30D | -37.2% | +0.3% | -37.5% | -37.4% |
| 3M | -34.1% | -14.9% | -19.1% | -28.1% |
| 6M | -24.5% | -14.9% | -9.6% | -17.0% |
| YTD | +102.9% | +7.0% | +95.9% | +84.4% |
| 1Y | +123.8% | -1.8% | +125.6% | +110.2% |
| All | +123.8% | -1.4% | +125.2% | +110.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling