+620.0%
CAT vs SNAP
-78.8%
+698.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.0% | +7.7% | -5.3% |
| 7D | -14.5% | -10.4% | -4.1% | -13.8% |
| 30D | -35.7% | -11.9% | -23.8% | -35.2% |
| 3M | -36.3% | -4.5% | -31.8% | -36.3% |
| 6M | -38.5% | -16.7% | -21.8% | -38.1% |
| YTD | -2.5% | -36.9% | +34.4% | -0.3% |
| 1Y | -1.9% | -30.3% | +28.4% | -0.4% |
| 3Y | +139.2% | -52.5% | +191.7% | +143.7% |
| 5Y | +192.1% | -90.4% | +282.6% | +212.9% |
| All | +620.0% | -78.8% | +698.8% | +530.6% |
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