+131.2%
CTVA vs SNAP
-54.4%
+185.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.2% | -22.1% | -24.1% |
| 7D | -23.7% | +2.6% | -26.2% | -23.8% |
| 30D | -31.2% | -19.6% | -11.6% | -30.1% |
| 3M | -18.7% | +0.4% | -19.1% | -19.0% |
| 6M | -25.5% | -5.9% | -19.6% | -25.6% |
| YTD | -8.0% | -35.3% | +27.3% | -5.9% |
| 1Y | -7.0% | -42.6% | +35.6% | -3.9% |
| 3Y | +45.2% | -53.9% | +99.1% | +46.9% |
| 5Y | +32.3% | -90.3% | +122.5% | +47.7% |
| All | +131.2% | -54.4% | +185.6% | +32.1% |
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