+9.7%
CRM vs SNAP
-41.8%
+51.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -1.2% |
| 7D | -8.1% | -3.2% | -4.9% | -7.6% |
| 30D | +23.1% | +0.2% | +22.9% | +22.7% |
| 3M | +42.5% | +2.6% | +39.9% | +40.6% |
| 6M | +25.3% | +12.4% | +12.9% | +21.0% |
| YTD | -7.8% | -31.6% | +23.8% | -3.5% |
| 1Y | +1.0% | -21.7% | +22.7% | +3.3% |
| All | +9.7% | -41.8% | +51.5% | -1.9% |
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