+2,320.7%
STX vs CARR
+421.5%
+1,899.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.2% |
| 7D | -2.3% | -3.8% | +1.5% | -1.0% |
| 30D | -5.5% | -8.9% | +3.4% | -2.4% |
| 3M | -4.3% | -17.3% | +13.0% | +2.3% |
| 6M | +115.6% | -1.4% | +117.0% | +116.6% |
| YTD | +202.2% | +10.0% | +192.2% | +192.2% |
| 1Y | +325.3% | -6.4% | +331.6% | +332.5% |
| 3Y | +1,283.9% | +1.5% | +1,282.4% | +1,257.9% |
| 5Y | +1,048.3% | +9.3% | +1,039.0% | +956.2% |
| All | +2,320.7% | +421.5% | +1,899.2% | +1,927.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling