-44.9%
SNAP vs CART
+38.4%
-83.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -7.1% | +3.0% | -10.1% | -7.7% |
| 30D | -14.6% | +28.6% | -43.2% | -20.2% |
| 3M | -5.0% | +29.1% | -34.1% | -11.3% |
| 6M | -18.8% | +44.7% | -63.5% | -26.7% |
| YTD | -38.5% | +29.2% | -67.8% | -43.3% |
| 1Y | -38.1% | +66.2% | -104.2% | -46.0% |
| 3Y | -53.8% | +112.8% | -166.6% | -60.9% |
| All | -44.9% | +38.4% | -83.3% | -54.3% |
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