+441.9%
CARR vs STRL
+5,906.0%
-5,464.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | -0.2% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | -8.7% | -9.2% | +0.5% | -7.1% |
| 3M | -12.6% | -51.0% | +38.5% | 0.0% |
| 6M | -1.5% | +15.8% | -17.3% | -10.6% |
| YTD | +14.3% | +58.9% | -44.6% | -4.7% |
| 1Y | -4.6% | +68.5% | -73.1% | -23.0% |
| 3Y | +7.3% | +485.2% | -477.9% | -40.9% |
| 5Y | +11.6% | +2,005.1% | -1,993.5% | -56.8% |
| All | +441.9% | +5,906.0% | -5,464.1% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling