+66.5%
STX vs CART
+60.1%
+6.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | -28.5% | +3.0% | -31.4% | -28.0% |
| 30D | -42.9% | +28.6% | -71.5% | -39.5% |
| 3M | -45.9% | +29.1% | -75.0% | -42.6% |
| 6M | -41.3% | +44.7% | -86.0% | -36.8% |
| YTD | +67.9% | +29.2% | +38.7% | +82.8% |
| 1Y | +66.5% | +66.2% | +0.4% | +71.5% |
| All | +66.5% | +60.1% | +6.5% | +71.5% |
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