-40.6%
STRL vs CART
+57.6%
-98.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.4% | -11.4% | -14.5% |
| 7D | -34.6% | +1.2% | -35.8% | -34.4% |
| 30D | -56.7% | +27.1% | -83.7% | -53.6% |
| 3M | -54.4% | +27.4% | -81.8% | -51.1% |
| 6M | -69.7% | +32.1% | -101.8% | -67.0% |
| YTD | -20.2% | +28.5% | -48.7% | -12.3% |
| 1Y | -40.6% | +58.8% | -99.4% | -33.7% |
| All | -40.6% | +57.6% | -98.2% | -33.7% |
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 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