+49.7%
CVS vs SNAP
-78.3%
+128.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +10.4% | +2.6% | +7.8% | +10.3% |
| 30D | +3.3% | -19.6% | +22.9% | +3.9% |
| 3M | -4.5% | +0.4% | -4.9% | -4.7% |
| 6M | -4.4% | -5.9% | +1.6% | -4.5% |
| YTD | +16.6% | -35.3% | +51.9% | +17.5% |
| 1Y | +15.3% | -42.6% | +57.9% | +16.6% |
| 3Y | +48.6% | -53.9% | +102.4% | +48.7% |
| 5Y | +12.9% | -90.3% | +103.2% | +16.3% |
| All | +49.7% | -78.3% | +128.0% | +32.9% |
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