-68.6%
CBRS vs SNAP
-4.4%
-64.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -3.1% |
| 7D | +19.6% | +2.6% | +17.1% | +19.3% |
| 30D | -34.4% | -19.6% | -14.9% | -33.8% |
| 3M | -62.7% | +0.4% | -63.1% | -62.7% |
| All | -68.6% | -4.4% | -64.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 6mo: compounded portfolio wealth divided by compounded SNAP 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…
6mo analysis · Full analysis span regression · 6 months rolling