+66.8%
LUV vs CART
+39.2%
+27.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | +11.3% | +17.8% | -6.5% | +9.5% |
| 3M | +1.0% | +20.7% | -19.7% | -0.9% |
| 6M | +15.6% | +49.7% | -34.1% | +11.3% |
| YTD | +10.9% | +30.0% | -19.1% | +7.7% |
| 1Y | +38.1% | +48.4% | -10.3% | +32.1% |
| 3Y | +108.2% | +132.0% | -23.8% | +86.9% |
| All | +66.8% | +39.2% | +27.6% | +52.8% |
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