+4.7%
CARR vs STLA
-74.6%
+79.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.5% | -13.8% | +17.2% | +8.1% |
| 30D | +0.4% | -10.5% | +10.9% | +3.1% |
| 3M | -14.1% | -28.9% | +14.8% | -5.6% |
| 6M | -16.7% | -49.7% | +33.0% | +1.8% |
| YTD | +4.2% | -64.9% | +69.1% | +40.5% |
| 1Y | -0.2% | -64.0% | +63.8% | +33.0% |
| 3Y | +10.9% | -77.4% | +88.3% | +66.4% |
| All | +4.7% | -74.6% | +79.2% | +37.6% |
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