-42.2%
SNAP vs CAVA
+46.8%
-89.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +1.5% | -1.5% | +3.0% | +1.9% |
| 30D | +1.9% | -3.7% | +5.5% | +2.2% |
| 3M | -3.9% | -18.3% | +14.4% | -0.5% |
| 6M | +5.2% | -23.5% | +28.7% | +10.4% |
| YTD | -32.7% | +2.5% | -35.2% | -36.0% |
| 1Y | -24.8% | -8.0% | -16.8% | -26.5% |
| 3Y | -42.2% | +53.5% | -95.7% | -51.6% |
| All | -42.2% | +46.8% | -89.0% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling