+18.0%
CTVA vs SNAP
-26.1%
+44.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | -5.8% | -5.0% | -0.8% | -5.7% |
| 30D | +11.1% | -0.7% | +11.8% | +11.1% |
| 3M | +13.2% | -5.0% | +18.2% | +13.5% |
| 6M | +8.7% | +3.5% | +5.2% | +8.7% |
| YTD | +27.3% | -34.2% | +61.5% | +30.1% |
| 1Y | +18.0% | -27.1% | +45.1% | +20.7% |
| All | +18.0% | -26.1% | +44.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling