-28.4%
SNDU vs CART
+59.7%
-88.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +0.7% | -12.1% | -11.4% |
| 7D | +9.0% | +1.3% | +7.7% | +9.1% |
| 30D | -67.4% | +19.2% | -86.6% | -66.3% |
| 3M | -75.6% | +17.6% | -93.2% | -74.5% |
| 6M | -84.0% | +47.4% | -131.4% | -84.6% |
| All | -28.4% | +59.7% | -88.1% | -26.2% |
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 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