-42.0%
SNAP vs CART
+39.2%
-81.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | -19.6% | +17.8% | -37.4% | -23.0% |
| 3M | +0.4% | +20.7% | -20.3% | -4.5% |
| 6M | -5.9% | +49.7% | -55.7% | -15.7% |
| YTD | -35.3% | +30.0% | -65.3% | -40.4% |
| 1Y | -42.6% | +48.4% | -91.0% | -48.7% |
| 3Y | -53.9% | +132.0% | -185.9% | -61.2% |
| All | -42.0% | +39.2% | -81.2% | -52.0% |
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