-30.3%
SNAP vs CART
+57.6%
-87.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.4% | -11.6% | -13.0% |
| 7D | -10.4% | +1.2% | -11.6% | -10.6% |
| 30D | -11.9% | +27.1% | -39.0% | -19.6% |
| 3M | -4.5% | +27.4% | -31.9% | -13.0% |
| 6M | -16.7% | +32.1% | -48.8% | -26.0% |
| YTD | -36.9% | +28.5% | -65.4% | -47.3% |
| 1Y | -30.3% | +58.8% | -89.1% | -40.2% |
| All | -30.3% | +57.6% | -87.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling