+381.8%
STX vs CART
+5.2%
+376.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.0% | +12.5% | +5.1% |
| 7D | +10.7% | -4.1% | +14.8% | +9.8% |
| 30D | +11.3% | -4.3% | +15.6% | +10.5% |
| 3M | +3.2% | +13.1% | -9.9% | +5.6% |
| 6M | +157.0% | +26.0% | +131.0% | +168.2% |
| YTD | +229.2% | +6.7% | +222.5% | +237.5% |
| 1Y | +381.8% | +6.3% | +375.6% | +396.0% |
| All | +381.8% | +5.2% | +376.6% | +396.0% |
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 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