-35.0%
STRL vs CART
+60.1%
-95.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | -26.9% | +3.0% | -29.9% | -26.3% |
| 30D | -52.7% | +28.6% | -81.2% | -49.0% |
| 3M | -52.8% | +29.1% | -81.9% | -48.9% |
| 6M | -71.5% | +44.7% | -116.2% | -67.8% |
| YTD | -17.4% | +29.2% | -46.7% | -9.8% |
| 1Y | -35.0% | +66.2% | -101.1% | -21.9% |
| All | -35.0% | +60.1% | -95.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling