-69.3%
CPNG vs SNAP
-90.0%
+20.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.4% |
| 7D | -1.1% | +3.8% | -5.0% | -2.0% |
| 30D | -7.4% | +9.2% | -16.6% | -9.5% |
| 3M | -12.3% | +6.6% | -18.9% | -14.8% |
| 6M | -19.4% | +16.9% | -36.3% | -24.0% |
| YTD | -35.9% | -29.6% | -6.3% | -31.8% |
| 1Y | -53.4% | -22.1% | -31.3% | -52.0% |
| 3Y | -20.0% | -39.8% | +19.8% | -22.7% |
| 5Y | -49.6% | -92.4% | +42.8% | -31.0% |
| All | -69.3% | -90.0% | +20.7% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling