+451.3%
SN vs CART
+135.4%
+315.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | +19.4% | +23.1% | -3.6% | +15.6% |
| 3M | +20.9% | +19.2% | +1.7% | +17.4% |
| 6M | +111.1% | +45.7% | +65.4% | +98.5% |
| YTD | +102.8% | +30.9% | +71.9% | +93.2% |
| 1Y | +146.2% | +50.2% | +96.0% | +128.8% |
| All | +451.3% | +135.4% | +315.9% | +355.1% |
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 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