-1.8%
CARR vs STLA
-53.0%
+51.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | 0.0% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | +0.3% | +3.6% | -3.3% | -0.3% |
| 3M | -14.9% | -20.6% | +5.7% | -11.7% |
| 6M | -14.9% | -34.3% | +19.5% | -8.8% |
| YTD | +7.0% | -57.3% | +64.3% | +21.5% |
| 1Y | -1.8% | -52.6% | +50.9% | +6.0% |
| All | -1.8% | -53.0% | +51.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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