+105.2%
CTVA vs SNAP
-92.9%
+198.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | +12.0% | +1.9% | +10.2% | +11.9% |
| 3M | +13.5% | -3.9% | +17.4% | +13.4% |
| 6M | +12.1% | +5.2% | +6.9% | +11.2% |
| YTD | +29.0% | -32.7% | +61.7% | +30.9% |
| 1Y | +18.9% | -24.8% | +43.7% | +19.7% |
| 3Y | +78.9% | -42.2% | +121.1% | +78.4% |
| 5Y | +105.2% | -92.7% | +197.9% | +118.7% |
| All | +105.2% | -92.9% | +198.1% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling