+365.4%
STX vs CART
+14.4%
+351.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.1% |
| 7D | +2.4% | +1.0% | +1.3% | +2.6% |
| 30D | +1.4% | +12.6% | -11.2% | +4.0% |
| 3M | -8.2% | +23.1% | -31.3% | -4.6% |
| 6M | +127.0% | +39.5% | +87.5% | +141.1% |
| YTD | +209.1% | +13.5% | +195.6% | +221.1% |
| 1Y | +365.4% | +14.9% | +350.6% | +385.4% |
| All | +365.4% | +14.4% | +351.0% | +385.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling