+100.4%
SNOW vs CART
+36.6%
+63.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -5.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | +6.4% | +12.6% | -6.2% | +2.6% |
| 3M | +38.1% | +23.1% | +15.0% | +28.7% |
| 6M | +100.4% | +39.5% | +60.9% | +74.0% |
| All | +100.4% | +36.6% | +63.8% | +74.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling