-39.2%
SNAP vs CAI
-2.4%
-36.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.7% |
| 7D | +2.6% | -8.0% | +10.5% | +4.7% |
| 30D | -19.6% | -18.9% | -0.7% | -15.1% |
| 3M | +0.4% | +7.6% | -7.3% | -1.1% |
| 6M | -5.9% | +43.0% | -48.9% | -14.2% |
| YTD | -35.3% | -11.2% | -24.1% | -34.1% |
| All | -39.2% | -2.4% | -36.7% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling