-47.6%
STRL vs CART
+30.5%
-78.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.6% | -23.0% | -21.2% |
| 7D | -27.1% | +1.4% | -28.4% | -26.8% |
| 30D | -45.8% | +29.7% | -75.5% | -43.2% |
| 3M | -47.6% | +29.7% | -77.4% | -45.6% |
| All | -47.6% | +30.5% | -78.1% | -45.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling