-39.2%
SNAP vs CART
+21.6%
-60.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +2.6% | +12.6% | -10.0% | -0.5% |
| 3M | -9.9% | +23.1% | -33.0% | -14.9% |
| 6M | +1.9% | +39.5% | -37.7% | -6.7% |
| YTD | -32.2% | +13.5% | -45.8% | -35.2% |
| 1Y | -22.8% | +14.9% | -37.7% | -26.9% |
| All | -39.2% | +21.6% | -60.8% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling