-79.7%
SNAP vs CASY
+538.0%
-617.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -7.1% | +1.1% | -8.2% | -7.4% |
| 30D | -14.6% | +8.7% | -23.3% | -16.2% |
| 3M | -5.0% | -17.3% | +12.3% | -1.7% |
| 6M | -18.8% | -19.7% | +0.9% | -16.3% |
| YTD | -38.5% | +24.8% | -63.4% | -43.6% |
| 1Y | -38.1% | +31.9% | -70.0% | -44.1% |
| 3Y | -53.8% | +155.4% | -209.2% | -65.4% |
| 5Y | -90.7% | +250.6% | -341.2% | -93.7% |
| All | -79.7% | +538.0% | -617.7% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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