+206.6%
CRM vs SNAP
-77.4%
+283.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | -3.5% | +1.5% | -5.0% | -3.7% |
| 30D | +29.3% | +1.9% | +27.4% | +28.5% |
| 3M | +36.8% | -3.9% | +40.7% | +36.8% |
| 6M | +23.9% | +5.2% | +18.7% | +21.2% |
| YTD | -5.5% | -32.7% | +27.2% | -0.7% |
| 1Y | -0.4% | -24.8% | +24.4% | +2.4% |
| 3Y | +12.8% | -42.2% | +54.9% | +13.4% |
| 5Y | -3.5% | -92.7% | +89.2% | +18.8% |
| All | +206.6% | -77.4% | +283.9% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling