-4.3%
SNPS vs CART
+37.6%
-41.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.5% |
| 7D | -10.2% | +1.2% | -11.4% | -10.3% |
| 30D | -12.8% | +27.1% | -39.9% | -15.9% |
| 3M | +9.9% | +27.4% | -17.6% | +5.6% |
| 6M | -12.4% | +32.1% | -44.5% | -16.6% |
| YTD | -6.3% | +28.5% | -34.7% | -10.8% |
| 1Y | +7.6% | +58.8% | -51.2% | -1.0% |
| 3Y | -9.8% | +114.8% | -124.5% | -21.5% |
| All | -4.3% | +37.6% | -41.9% | -15.3% |
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