+101.4%
LUV vs CART
+112.9%
-11.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +4.8% | +3.0% | +1.8% | +4.5% |
| 30D | +6.5% | +28.6% | -22.0% | +4.1% |
| 3M | -4.9% | +29.1% | -33.9% | -7.2% |
| 6M | +8.1% | +44.7% | -36.6% | +4.4% |
| YTD | +9.0% | +29.2% | -20.2% | +6.0% |
| 1Y | +43.6% | +66.2% | -22.6% | +35.7% |
| 3Y | +101.4% | +112.8% | -11.4% | +87.8% |
| All | +101.4% | +112.9% | -11.5% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling