+42.4%
CART vs SNY
-8.6%
+51.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.8% |
| 7D | -4.1% | -2.7% | -1.4% | -3.8% |
| 30D | -4.3% | -0.7% | -3.6% | -4.2% |
| 3M | +13.1% | -1.6% | +14.8% | +13.3% |
| 6M | +26.0% | +2.3% | +23.8% | +25.8% |
| YTD | +6.7% | -6.0% | +12.7% | +7.1% |
| 1Y | +6.3% | -2.7% | +8.9% | +6.3% |
| All | +42.4% | -8.6% | +51.0% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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