+10.7%
CARR vs STLA
-62.8%
+73.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.7% |
| 7D | -3.8% | -2.9% | -0.9% | -2.9% |
| 30D | -8.9% | +0.9% | -9.8% | -9.4% |
| 3M | -17.3% | -21.6% | +4.3% | -11.2% |
| 6M | -1.4% | -21.6% | +20.2% | +5.1% |
| YTD | +10.0% | -50.4% | +60.4% | +34.4% |
| 1Y | -6.4% | -43.6% | +37.2% | +8.0% |
| 3Y | +1.5% | -66.4% | +68.0% | +34.7% |
| All | +10.7% | -62.8% | +73.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling