-38.1%
SNAP vs CASY
+32.0%
-70.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -7.1% | +1.1% | -8.2% | -6.9% |
| 30D | -14.6% | +8.7% | -23.3% | -13.8% |
| 3M | -5.0% | -17.3% | +12.3% | -7.0% |
| 6M | -18.8% | -19.7% | +0.9% | -19.3% |
| YTD | -38.5% | +24.8% | -63.4% | -38.0% |
| 1Y | -38.1% | +31.9% | -70.0% | -37.4% |
| All | -38.1% | +32.0% | -70.1% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling