-38.1%
SNAP vs CART
+60.1%
-98.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.8% |
| 7D | -7.1% | +3.0% | -10.1% | -8.0% |
| 30D | -14.6% | +28.6% | -43.2% | -22.9% |
| 3M | -5.0% | +29.1% | -34.1% | -14.5% |
| 6M | -18.8% | +44.7% | -63.5% | -31.1% |
| YTD | -38.5% | +29.2% | -67.8% | -48.2% |
| 1Y | -38.1% | +66.2% | -104.2% | -52.9% |
| All | -38.1% | +60.1% | -98.1% | -52.9% |
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