+4.4%
CPNG vs SNAP
-52.9%
+57.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -3.2% |
| 7D | -6.2% | -9.8% | +3.6% | -4.7% |
| 30D | +4.6% | -18.2% | +22.9% | +8.0% |
| 3M | -3.1% | -3.1% | 0.0% | -3.0% |
| 6M | -0.9% | -7.1% | +6.3% | -0.7% |
| YTD | -32.2% | -33.8% | +1.6% | -29.5% |
| 1Y | -44.2% | -39.0% | -5.1% | -41.4% |
| All | +4.4% | -52.9% | +57.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling