+394.0%
CARR vs STRL
+3,509.8%
-3,115.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.3% |
| 7D | +3.5% | +15.7% | -12.2% | +0.3% |
| 30D | +0.4% | -35.5% | +35.8% | +8.3% |
| 3M | -14.1% | -47.1% | +33.1% | -4.0% |
| 6M | -16.7% | -65.8% | +49.1% | +0.3% |
| YTD | +4.2% | -4.5% | +8.7% | -5.2% |
| 1Y | -0.2% | -10.5% | +10.3% | -8.3% |
| 3Y | +10.9% | +340.6% | -329.7% | -36.8% |
| 5Y | +3.9% | +911.0% | -907.2% | -54.0% |
| All | +394.0% | +3,509.8% | -3,115.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling