+1,337.5%
STX vs CARR
-0.1%
+1,337.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.6% |
| 7D | +8.0% | -4.1% | +12.1% | +10.2% |
| 30D | +5.1% | -11.0% | +16.1% | +11.2% |
| 3M | +5.8% | -16.4% | +22.1% | +15.7% |
| 6M | +124.9% | -2.4% | +127.3% | +126.8% |
| YTD | +213.9% | +8.4% | +205.5% | +199.5% |
| 1Y | +350.4% | -8.0% | +358.4% | +362.2% |
| All | +1,337.5% | -0.1% | +1,337.6% | +1,262.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling