-41.6%
SNAP vs CART
+40.2%
-81.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +6.0% | +1.3% | +4.8% | +5.7% |
| 30D | -13.8% | +19.2% | -32.9% | -17.7% |
| 3M | -0.8% | +17.6% | -18.3% | -5.0% |
| 6M | -6.2% | +47.4% | -53.6% | -15.6% |
| YTD | -34.8% | +30.9% | -65.7% | -40.1% |
| 1Y | -38.7% | +46.0% | -84.7% | -45.1% |
| 3Y | -53.5% | +130.3% | -183.8% | -60.9% |
| All | -41.6% | +40.2% | -81.7% | -51.7% |
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