+10.3%
LOW vs CART
+38.4%
-28.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +7.4% | +3.0% | +4.4% | +7.3% |
| 30D | +24.5% | +28.6% | -4.1% | +22.8% |
| 3M | +3.5% | +29.1% | -25.6% | +2.1% |
| 6M | -2.6% | +44.7% | -47.3% | -4.4% |
| YTD | -4.8% | +29.2% | -34.1% | -6.3% |
| 1Y | -0.8% | +66.2% | -67.0% | -3.9% |
| 3Y | +22.8% | +112.8% | -90.0% | +10.8% |
| All | +10.3% | +38.4% | -28.1% | +0.4% |
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