+417.0%
SN vs CART
+37.6%
+379.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | +3.8% | +1.2% | +2.6% | +3.7% |
| 30D | +17.5% | +27.1% | -9.5% | +13.8% |
| 3M | +19.2% | +27.4% | -8.2% | +15.3% |
| 6M | +84.9% | +32.1% | +52.8% | +77.6% |
| YTD | +94.0% | +28.5% | +65.6% | +86.6% |
| 1Y | +151.3% | +58.8% | +92.5% | +134.3% |
| 3Y | +387.1% | +114.8% | +272.3% | +332.3% |
| All | +417.0% | +37.6% | +379.4% | +339.1% |
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