+357.9%
STRL vs CART
+135.4%
+222.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.9% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | -39.4% | +23.1% | -62.5% | -40.9% |
| 3M | -43.0% | +19.2% | -62.2% | -44.4% |
| 6M | -65.0% | +45.7% | -110.7% | -67.1% |
| YTD | -0.8% | +30.9% | -31.7% | -5.1% |
| 1Y | -20.3% | +50.2% | -70.5% | -27.0% |
| All | +357.9% | +135.4% | +222.5% | +260.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling