+2.4%
CARR vs SNAP
-44.0%
+46.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | +0.6% | -5.0% | +5.7% | +1.3% |
| 30D | -8.7% | -0.7% | -7.9% | -8.8% |
| 3M | -18.4% | -5.0% | -13.4% | -18.3% |
| 6M | -0.6% | +3.5% | -4.1% | -2.5% |
| YTD | +10.9% | -34.2% | +45.1% | +15.3% |
| 1Y | -7.3% | -27.1% | +19.8% | -5.6% |
| All | +2.4% | -44.0% | +46.4% | -7.3% |
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