+10.7%
SNDU vs CART
+60.6%
-50.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.6% | -17.3% | -15.5% |
| 7D | -48.0% | +1.4% | -49.4% | -47.9% |
| 30D | -66.4% | +29.7% | -96.1% | -64.7% |
| 3M | -58.7% | +29.7% | -88.5% | -56.8% |
| 6M | -68.6% | +36.8% | -105.4% | -69.0% |
| All | +10.7% | +60.6% | -50.0% | +14.4% |
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