-12.2%
SNPS vs CAVA
+43.2%
-55.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -5.5% | -1.5% | -4.0% | -5.2% |
| 30D | -5.8% | -3.7% | -2.1% | -5.4% |
| 3M | -17.2% | -18.3% | +1.1% | -14.6% |
| 6M | -10.4% | -23.5% | +13.1% | -6.5% |
| YTD | -16.5% | +2.5% | -19.0% | -19.2% |
| 1Y | -35.6% | -8.0% | -27.7% | -36.5% |
| 3Y | -14.6% | +53.5% | -68.1% | -20.5% |
| All | -12.2% | +43.2% | -55.4% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling