+11.9%
LOW vs CART
+40.2%
-28.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.4% |
| 30D | +21.7% | +19.2% | +2.5% | +20.5% |
| 3M | +5.0% | +17.6% | -12.5% | +4.0% |
| 6M | +4.6% | +47.4% | -42.8% | +2.6% |
| YTD | -3.5% | +30.9% | -34.4% | -5.0% |
| 1Y | +0.5% | +46.0% | -45.4% | -1.8% |
| 3Y | +24.8% | +130.3% | -105.5% | +12.1% |
| All | +11.9% | +40.2% | -28.3% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling