+342.8%
CAH vs SNAP
-79.2%
+422.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +9.4% | -10.6% | +20.0% | +9.7% |
| 30D | +16.5% | -19.7% | +36.3% | +17.2% |
| 3M | +17.0% | -6.5% | +23.5% | +17.0% |
| 6M | +51.4% | -17.8% | +69.2% | +51.8% |
| YTD | +36.0% | -38.0% | +74.0% | +37.2% |
| 1Y | +36.0% | -42.5% | +78.5% | +37.6% |
| 3Y | +177.5% | -55.8% | +233.3% | +178.3% |
| 5Y | +509.2% | -90.5% | +599.7% | +533.0% |
| All | +342.8% | -79.2% | +422.0% | +300.5% |
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