+343.9%
CAH vs SNAP
-77.7%
+421.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | 0.0% |
| 7D | +5.9% | -9.8% | +15.7% | +6.2% |
| 30D | +16.5% | -18.2% | +34.8% | +17.1% |
| 3M | +15.7% | -3.1% | +18.8% | +15.7% |
| 6M | +52.7% | -7.1% | +59.8% | +52.6% |
| YTD | +36.3% | -33.8% | +70.1% | +37.3% |
| 1Y | +36.7% | -39.0% | +75.8% | +38.1% |
| 3Y | +178.2% | -52.8% | +231.0% | +178.4% |
| 5Y | +515.8% | -90.0% | +605.7% | +538.9% |
| All | +343.9% | -77.7% | +421.6% | +300.6% |
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