-36.1%
SNAP vs CAI
-14.7%
-21.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.5% |
| 7D | +6.0% | -8.7% | +14.7% | +8.0% |
| 30D | -13.8% | -23.8% | +10.1% | -8.8% |
| 3M | -0.8% | +3.9% | -4.6% | -1.0% |
| 6M | -6.2% | +56.8% | -63.1% | -13.5% |
| YTD | -34.8% | -14.6% | -20.2% | -35.1% |
| 1Y | -38.7% | -5.2% | -33.5% | -39.3% |
| All | -36.1% | -14.7% | -21.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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