+414.1%
CARR vs SNAP
-33.5%
+447.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.2% | -2.7% |
| 7D | -4.1% | -3.2% | -1.0% | -3.8% |
| 30D | -11.0% | +0.2% | -11.2% | -11.2% |
| 3M | -16.4% | +2.6% | -19.0% | -17.0% |
| 6M | -2.4% | +12.4% | -14.8% | -4.5% |
| YTD | +8.4% | -31.6% | +40.0% | +11.2% |
| 1Y | -8.0% | -21.7% | +13.7% | -7.3% |
| 3Y | +0.6% | -41.2% | +41.8% | +0.8% |
| 5Y | +7.7% | -92.6% | +100.3% | +17.9% |
| All | +414.1% | -33.5% | +447.6% | +472.6% |
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