+281.9%
STRL vs CART
+41.0%
+240.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.6% | -23.0% | -21.6% |
| 7D | -27.1% | +1.4% | -28.4% | -27.2% |
| 30D | -45.8% | +29.7% | -75.5% | -47.2% |
| 3M | -47.6% | +29.7% | -77.4% | -49.1% |
| 6M | -46.4% | +36.8% | -83.2% | -48.6% |
| YTD | -7.4% | +31.7% | -39.0% | -10.5% |
| 1Y | -25.9% | +62.4% | -88.2% | -31.9% |
| 3Y | +273.4% | +120.1% | +153.4% | +227.6% |
| All | +281.9% | +41.0% | +240.9% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling