-34.2%
SNAP vs CART
+41.0%
-75.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +5.5% |
| 7D | -0.7% | +1.4% | -2.0% | -1.0% |
| 30D | +5.5% | +29.7% | -24.1% | -1.6% |
| 3M | +2.2% | +29.7% | -27.5% | -4.8% |
| 6M | -4.1% | +36.8% | -40.9% | -12.3% |
| YTD | -26.6% | +31.7% | -58.3% | -32.8% |
| 1Y | -20.7% | +62.4% | -83.1% | -30.8% |
| 3Y | -44.8% | +120.1% | -164.8% | -53.6% |
| All | -34.2% | +41.0% | -75.2% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling