+276.7%
CAH vs SNAP
-77.0%
+353.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.6% | -1.8% |
| 7D | -5.1% | -3.2% | -1.9% | -5.0% |
| 30D | -1.8% | +0.2% | -1.9% | -1.8% |
| 3M | +9.4% | +2.6% | +6.8% | +9.1% |
| 6M | +9.2% | +12.4% | -3.2% | +8.5% |
| YTD | +15.7% | -31.6% | +47.3% | +16.5% |
| 1Y | +59.7% | -21.7% | +81.4% | +60.0% |
| 3Y | +178.5% | -41.2% | +219.7% | +176.5% |
| 5Y | +398.3% | -92.6% | +490.8% | +424.2% |
| All | +276.7% | -77.0% | +353.7% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling