+85.2%
SNOW vs CART
+39.2%
+45.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | -19.8% | +22.4% | -42.2% | -23.0% |
| 3M | -11.6% | +15.6% | -27.3% | -14.3% |
| 6M | +94.0% | +44.9% | +49.1% | +79.6% |
| YTD | +34.8% | +30.0% | +4.8% | +26.3% |
| 1Y | +10.1% | +56.6% | -46.5% | +0.2% |
| 3Y | +84.4% | +131.9% | -47.5% | +58.5% |
| All | +85.2% | +39.2% | +45.9% | +61.0% |
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