+2.4%
CARR vs STLA
-66.8%
+69.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -8.7% | -5.2% | -3.5% | -7.5% |
| 3M | -18.4% | -24.9% | +6.5% | -12.2% |
| 6M | -0.6% | -25.2% | +24.6% | +6.3% |
| YTD | +10.9% | -51.4% | +62.4% | +32.4% |
| 1Y | -7.3% | -40.7% | +33.4% | +2.6% |
| All | +2.4% | -66.8% | +69.2% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling