-11.0%
SNPS vs CAVA
+33.0%
-44.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | +0.9% | -8.0% | +8.9% | +2.6% |
| 30D | -3.6% | -19.6% | +15.9% | +0.6% |
| 3M | -12.9% | -36.7% | +23.8% | -5.0% |
| 6M | -8.2% | -30.6% | +22.4% | -2.3% |
| YTD | -15.4% | -4.8% | -10.6% | -16.9% |
| 1Y | -9.3% | -13.1% | +3.8% | -9.5% |
| 3Y | -14.0% | +48.8% | -62.7% | -18.9% |
| All | -11.0% | +33.0% | -44.0% | -15.3% |
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