-79.2%
SNAP vs CASY
+539.7%
-618.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.2% | -16.2% | -14.5% |
| 7D | -10.4% | +1.8% | -12.2% | -10.8% |
| 30D | -11.9% | +11.2% | -23.1% | -13.9% |
| 3M | -4.5% | -19.1% | +14.6% | -0.8% |
| 6M | -16.7% | -19.9% | +3.2% | -14.0% |
| YTD | -36.9% | +25.2% | -62.1% | -42.2% |
| 1Y | -30.3% | +31.6% | -61.9% | -37.0% |
| 3Y | -52.5% | +155.4% | -207.9% | -64.5% |
| 5Y | -90.4% | +251.5% | -342.0% | -93.5% |
| All | -79.2% | +539.7% | -618.9% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling