+4.2%
CARR vs STRL
+935.0%
-930.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +2.2% | +23.4% | -21.3% | -2.3% |
| 30D | -0.8% | -39.5% | +38.7% | +8.6% |
| 3M | -13.4% | -45.1% | +31.6% | -3.9% |
| 6M | -16.4% | -64.6% | +48.2% | +0.2% |
| YTD | +4.5% | -1.5% | +6.0% | -6.9% |
| 1Y | -1.4% | -20.8% | +19.4% | -7.6% |
| 3Y | +10.0% | +353.1% | -343.1% | -44.4% |
| 5Y | +4.2% | +942.9% | -938.7% | -65.6% |
| All | +4.2% | +935.0% | -930.8% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling