+682.4%
CAT vs SNAP
-77.7%
+760.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.4% |
| 7D | +1.7% | -9.8% | +11.5% | +2.5% |
| 30D | -24.6% | -18.2% | -6.3% | -23.5% |
| 3M | -28.5% | -3.1% | -25.4% | -28.5% |
| 6M | -34.8% | -7.1% | -27.7% | -34.8% |
| YTD | +5.9% | -33.8% | +39.7% | +8.0% |
| 1Y | +6.8% | -39.0% | +45.9% | +9.6% |
| 3Y | +161.1% | -52.8% | +213.9% | +165.9% |
| 5Y | +213.4% | -90.0% | +303.4% | +234.5% |
| All | +682.4% | -77.7% | +760.1% | +582.7% |
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 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