+0.6%
SNPS vs CART
+39.2%
-38.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +5.1% | +1.2% | +3.9% | +4.9% |
| 30D | -6.4% | +17.8% | -24.2% | -8.7% |
| 3M | +12.2% | +20.7% | -8.5% | +8.9% |
| 6M | -9.8% | +49.7% | -59.6% | -15.7% |
| YTD | -1.5% | +30.0% | -31.5% | -6.4% |
| 1Y | +16.0% | +48.4% | -32.4% | +7.9% |
| 3Y | -10.8% | +132.0% | -142.8% | -22.8% |
| All | +0.6% | +39.2% | -38.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling