+294.5%
CAH vs SNAP
-77.2%
+371.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.5% |
| 7D | +5.4% | +0.7% | +4.6% | +5.4% |
| 30D | +3.3% | +2.6% | +0.7% | +3.2% |
| 3M | +22.8% | -9.9% | +32.7% | +23.0% |
| 6M | +11.3% | +1.9% | +9.4% | +10.9% |
| YTD | +21.1% | -32.2% | +53.4% | +22.1% |
| 1Y | +67.2% | -22.8% | +90.1% | +67.6% |
| 3Y | +195.6% | -47.6% | +243.2% | +194.8% |
| 5Y | +413.8% | -92.7% | +506.6% | +441.0% |
| All | +294.5% | -77.2% | +371.7% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling