+166.0%
CAT vs SNAP
-55.0%
+221.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +7.0% |
| 7D | -2.4% | -7.3% | +4.9% | -1.5% |
| 30D | -25.0% | -18.9% | -6.1% | -23.1% |
| 3M | -28.7% | -5.3% | -23.5% | -28.6% |
| 6M | -33.0% | -16.9% | -16.0% | -32.0% |
| YTD | +5.4% | -37.4% | +42.9% | +10.3% |
| 1Y | +7.3% | -38.5% | +45.7% | +12.4% |
| 3Y | +166.0% | -55.1% | +221.1% | +166.7% |
| All | +166.0% | -55.0% | +221.0% | +166.7% |
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 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