+68.7%
SNOW vs CART
+37.6%
+31.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.4% | -4.8% | -6.8% |
| 7D | -18.4% | +1.2% | -19.6% | -18.6% |
| 30D | -19.8% | +27.1% | -46.9% | -23.5% |
| 3M | -14.9% | +27.4% | -42.4% | -19.1% |
| 6M | +90.2% | +32.1% | +58.1% | +78.9% |
| YTD | +22.9% | +28.5% | -5.6% | +15.3% |
| 1Y | +1.8% | +58.8% | -57.0% | -7.6% |
| 3Y | +79.7% | +114.8% | -35.0% | +56.0% |
| All | +68.7% | +37.6% | +31.1% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling