+42.6%
LUV vs CART
+14.3%
+28.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.8% |
| 7D | +3.1% | -4.1% | +7.2% | +3.5% |
| 30D | -17.4% | -4.3% | -13.1% | -17.1% |
| 3M | -4.9% | +13.1% | -18.0% | -6.0% |
| 6M | -5.7% | +26.0% | -31.7% | -8.0% |
| YTD | -5.2% | +6.7% | -11.9% | -6.1% |
| 1Y | +24.1% | +6.3% | +17.9% | +22.4% |
| All | +42.6% | +14.3% | +28.3% | +33.2% |
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 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