+0.1%
CARR vs STRL
+513.3%
-513.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -4.1% | +5.4% | -9.5% | -5.1% |
| 30D | -11.0% | -9.0% | -2.0% | -9.6% |
| 3M | -16.4% | -37.1% | +20.7% | -9.9% |
| 6M | -2.4% | +17.8% | -20.2% | -11.0% |
| YTD | +8.4% | +58.3% | -49.9% | -8.6% |
| 1Y | -8.0% | +61.0% | -69.0% | -24.2% |
| All | +0.1% | +513.3% | -513.2% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling