-39.7%
SNAP vs CAI
-6.6%
-33.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -7.1% | -26.5% | +19.4% | -1.4% |
| 30D | -14.6% | -6.9% | -7.7% | -12.8% |
| 3M | -5.0% | +26.1% | -31.1% | -8.5% |
| 6M | -18.8% | +31.9% | -50.7% | -23.3% |
| YTD | -38.5% | -6.5% | -32.1% | -39.9% |
| 1Y | -38.1% | +2.5% | -40.6% | -39.8% |
| All | -39.7% | -6.6% | -33.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling