+10.9%
CARR vs SNAP
-53.6%
+64.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +3.5% | +6.0% | -2.6% | +2.7% |
| 30D | +0.4% | -13.8% | +14.1% | +2.1% |
| 3M | -14.1% | -0.8% | -13.3% | -14.4% |
| 6M | -16.7% | -6.2% | -10.4% | -16.8% |
| YTD | +4.2% | -34.8% | +39.0% | +7.9% |
| 1Y | -0.2% | -38.7% | +38.5% | +4.2% |
| 3Y | +10.9% | -53.5% | +64.3% | +5.3% |
| All | +10.9% | -53.6% | +64.4% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling