+349.7%
CAH vs SNAP
-78.1%
+427.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +3.5% | +6.0% | -2.6% | +3.3% |
| 30D | +13.5% | -13.8% | +27.2% | +13.9% |
| 3M | +21.8% | -0.8% | +22.6% | +21.7% |
| 6M | +51.5% | -6.2% | +57.8% | +51.4% |
| YTD | +38.1% | -34.8% | +72.9% | +39.2% |
| 1Y | +37.7% | -38.7% | +76.4% | +39.0% |
| 3Y | +179.6% | -53.5% | +233.1% | +179.9% |
| 5Y | +504.9% | -90.2% | +595.2% | +528.2% |
| All | +349.7% | -78.1% | +427.8% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling