+240.4%
STRL vs CART
+38.4%
+202.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | -26.9% | +3.0% | -29.9% | -27.1% |
| 30D | -52.7% | +28.6% | -81.2% | -53.8% |
| 3M | -52.8% | +29.1% | -81.9% | -54.2% |
| 6M | -71.5% | +44.7% | -116.2% | -72.8% |
| YTD | -17.4% | +29.2% | -46.7% | -20.1% |
| 1Y | -35.0% | +66.2% | -101.1% | -40.8% |
| 3Y | +239.2% | +112.8% | +126.4% | +198.0% |
| All | +240.4% | +38.4% | +202.0% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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