+430.8%
SN vs CART
+38.4%
+392.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +7.2% | +3.0% | +4.2% | +6.8% |
| 30D | +20.4% | +28.6% | -8.2% | +16.4% |
| 3M | +23.9% | +29.1% | -5.2% | +19.6% |
| 6M | +93.0% | +44.7% | +48.3% | +83.3% |
| YTD | +99.2% | +29.2% | +70.0% | +91.5% |
| 1Y | +142.6% | +66.2% | +76.4% | +124.9% |
| 3Y | +398.8% | +112.8% | +286.0% | +341.9% |
| All | +430.8% | +38.4% | +392.4% | +350.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling