-20.0%
CPNG vs SNAP
-43.9%
+23.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -6.3% | +1.5% | -7.8% | -6.5% |
| 30D | -8.7% | +1.9% | -10.6% | -9.2% |
| 3M | -2.4% | -3.9% | +1.5% | -2.6% |
| 6M | -22.3% | +5.2% | -27.6% | -24.0% |
| YTD | -37.2% | -32.7% | -4.5% | -34.6% |
| 1Y | -53.0% | -24.8% | -28.2% | -52.0% |
| 3Y | -20.0% | -42.2% | +22.1% | -26.5% |
| All | -20.0% | -43.9% | +23.9% | -26.5% |
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