+422.0%
SN vs CART
+41.0%
+381.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.6% | +3.9% |
| 7D | +10.6% | +1.4% | +9.3% | +10.4% |
| 30D | +20.0% | +29.7% | -9.7% | +15.9% |
| 3M | +30.4% | +29.7% | +0.6% | +25.7% |
| 6M | +91.0% | +36.8% | +54.2% | +82.6% |
| YTD | +95.9% | +31.7% | +64.3% | +87.8% |
| 1Y | +158.9% | +62.4% | +96.5% | +140.7% |
| 3Y | +391.8% | +120.1% | +271.7% | +335.1% |
| All | +422.0% | +41.0% | +381.0% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling