+956.0%
CAT vs SNAP
-77.2%
+1,033.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.8% | +2.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -6.6% | +2.6% | -9.2% | -6.9% |
| 3M | -13.3% | -9.9% | -3.4% | -13.0% |
| 6M | +11.6% | +1.9% | +9.8% | +10.6% |
| YTD | +42.9% | -32.2% | +75.2% | +45.7% |
| 1Y | +95.4% | -22.8% | +118.3% | +97.0% |
| 3Y | +196.6% | -47.6% | +244.2% | +200.1% |
| 5Y | +321.7% | -92.7% | +414.4% | +358.8% |
| All | +956.0% | -77.2% | +1,033.2% | +821.2% |
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