-1.8%
CARR vs SNAP
-22.3%
+20.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | +0.3% | +5.5% | -5.2% | -0.1% |
| 3M | -14.9% | +2.2% | -17.2% | -15.2% |
| 6M | -14.9% | -4.1% | -10.8% | -14.6% |
| YTD | +7.0% | -26.6% | +33.6% | +1.1% |
| 1Y | -1.8% | -20.7% | +19.0% | -7.7% |
| All | -1.8% | -22.3% | +20.6% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling