-90.5%
SNAP vs CASY
+254.7%
-345.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -10.6% | +5.0% | -15.5% | -11.4% |
| 30D | -19.7% | +8.2% | -27.9% | -21.0% |
| 3M | -6.5% | -18.2% | +11.6% | -3.1% |
| 6M | -17.8% | -18.6% | +0.8% | -15.1% |
| YTD | -38.0% | +26.8% | -64.8% | -44.5% |
| 1Y | -42.5% | +31.6% | -74.1% | -49.2% |
| 3Y | -55.8% | +156.5% | -212.3% | -70.0% |
| 5Y | -90.5% | +258.6% | -349.2% | -94.9% |
| All | -90.5% | +254.7% | -345.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling