+91.3%
SNOW vs CART
+112.9%
-21.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -9.9% | +3.0% | -12.8% | -10.4% |
| 30D | -17.1% | +28.6% | -45.7% | -21.5% |
| 3M | -13.2% | +29.1% | -42.3% | -18.2% |
| 6M | +97.4% | +44.7% | +52.7% | +81.1% |
| YTD | +25.8% | +29.2% | -3.4% | +17.2% |
| 1Y | +4.2% | +66.2% | -61.9% | -7.1% |
| 3Y | +91.3% | +112.8% | -21.5% | +62.7% |
| All | +91.3% | +112.9% | -21.6% | +62.7% |
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