+231.7%
CTVA vs SNAP
-52.2%
+283.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.5% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | +11.9% | +2.6% | +9.3% | +11.6% |
| 3M | +13.7% | -9.9% | +23.6% | +14.1% |
| 6M | +13.1% | +1.9% | +11.3% | +12.0% |
| YTD | +32.0% | -32.2% | +64.2% | +34.8% |
| 1Y | +22.1% | -22.8% | +44.9% | +23.0% |
| 3Y | +77.5% | -47.6% | +125.1% | +77.6% |
| 5Y | +106.3% | -92.7% | +199.0% | +139.1% |
| All | +231.7% | -52.2% | +283.9% | +89.2% |
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