+680.6%
CAT vs SNAP
-78.1%
+758.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +7.4% | +6.0% | +1.4% | +7.0% |
| 30D | -19.7% | -13.8% | -5.9% | -18.8% |
| 3M | -29.6% | -0.8% | -28.8% | -29.8% |
| 6M | -33.2% | -6.2% | -27.0% | -33.3% |
| YTD | +5.7% | -34.8% | +40.5% | +7.9% |
| 1Y | +9.3% | -38.7% | +48.0% | +12.1% |
| 3Y | +158.3% | -53.5% | +211.8% | +163.3% |
| 5Y | +211.6% | -90.2% | +301.8% | +233.1% |
| All | +680.6% | -78.1% | +758.6% | +581.8% |
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