+9.6%
CARR vs STRL
+2,102.6%
-2,093.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +0.6% | +8.2% | -7.6% | -1.1% |
| 30D | -8.7% | -6.3% | -2.3% | -7.6% |
| 3M | -18.4% | -41.2% | +22.8% | -9.8% |
| 6M | -0.6% | +20.4% | -21.0% | -11.2% |
| YTD | +10.9% | +61.7% | -50.8% | -9.1% |
| 1Y | -7.3% | +72.7% | -80.0% | -27.0% |
| 3Y | +2.9% | +530.9% | -528.0% | -49.2% |
| 5Y | +9.6% | +2,125.4% | -2,115.7% | -66.7% |
| All | +9.6% | +2,102.6% | -2,093.0% | -66.7% |
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