+441.9%
CARR vs SNAP
-34.1%
+476.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | +1.6% | +0.7% | +0.8% | +1.5% |
| 30D | -8.7% | +2.6% | -11.4% | -9.1% |
| 3M | -12.6% | -9.9% | -2.7% | -12.1% |
| 6M | -1.5% | +1.9% | -3.4% | -2.7% |
| YTD | +14.3% | -32.2% | +46.5% | +17.4% |
| 1Y | -4.6% | -22.8% | +18.3% | -3.7% |
| 3Y | +7.3% | -47.6% | +54.9% | +8.7% |
| 5Y | +11.6% | -92.7% | +104.4% | +22.4% |
| All | +441.9% | -34.1% | +476.0% | +504.3% |
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 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