+82.2%
SNOW vs CART
+40.2%
+42.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.7% |
| 7D | +5.5% | +1.3% | +4.2% | +5.2% |
| 30D | -13.2% | +19.2% | -32.3% | -16.1% |
| 3M | -13.7% | +17.6% | -31.3% | -16.6% |
| 6M | +91.0% | +47.4% | +43.6% | +76.3% |
| YTD | +32.7% | +30.9% | +1.8% | +24.1% |
| 1Y | +13.3% | +46.0% | -32.7% | +4.1% |
| 3Y | +83.4% | +130.3% | -47.0% | +57.7% |
| All | +82.2% | +40.2% | +42.0% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling