-48.2%
SNAP vs CAVA
+28.6%
-76.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +5.0% |
| 7D | -3.2% | -12.4% | +9.3% | -0.2% |
| 30D | +0.2% | -11.2% | +11.4% | +2.4% |
| 3M | +2.6% | -33.8% | +36.4% | +11.9% |
| 6M | +12.4% | -32.5% | +44.9% | +21.2% |
| YTD | -31.6% | -8.0% | -23.6% | -33.0% |
| 1Y | -21.7% | -17.1% | -4.6% | -21.6% |
| 3Y | -41.2% | +37.8% | -79.0% | -48.3% |
| All | -48.2% | +28.6% | -76.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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