+228.9%
STRL vs CART
+37.6%
+191.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.4% | -11.4% | -13.7% |
| 7D | -34.6% | +1.2% | -35.8% | -34.7% |
| 30D | -56.7% | +27.1% | -83.7% | -57.7% |
| 3M | -54.4% | +27.4% | -81.8% | -55.7% |
| 6M | -69.7% | +32.1% | -101.8% | -70.8% |
| YTD | -20.2% | +28.5% | -48.7% | -22.7% |
| 1Y | -40.6% | +58.8% | -99.4% | -45.3% |
| 3Y | +221.7% | +114.8% | +106.9% | +182.9% |
| All | +228.9% | +37.6% | +191.3% | +187.7% |
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