+13.7%
SNPS vs CART
+60.1%
-46.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | -3.7% | +3.0% | -6.6% | -4.0% |
| 30D | -10.4% | +28.6% | -38.9% | -13.2% |
| 3M | +11.0% | +29.1% | -18.1% | +7.1% |
| 6M | -10.7% | +44.7% | -55.4% | -15.5% |
| YTD | -4.1% | +29.2% | -33.3% | -12.4% |
| 1Y | +13.7% | +66.2% | -52.4% | +10.5% |
| All | +13.7% | +60.1% | -46.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling