+554.9%
STRL vs CART
+21.6%
+533.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +5.9% |
| 7D | +3.4% | +1.0% | +2.3% | +3.3% |
| 30D | -9.2% | +12.6% | -21.9% | -10.6% |
| 3M | -51.0% | +23.1% | -74.2% | -52.4% |
| 6M | +15.8% | +39.5% | -23.8% | +9.6% |
| YTD | +58.9% | +13.5% | +45.3% | +55.8% |
| 1Y | +68.5% | +14.9% | +53.7% | +63.7% |
| All | +554.9% | +21.6% | +533.3% | +480.2% |
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