+63.6%
CVS vs SNAP
-43.9%
+107.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.6% | +1.5% | -3.1% | -1.6% |
| 30D | +0.4% | +1.9% | -1.5% | +0.3% |
| 3M | -0.4% | -3.9% | +3.5% | -0.4% |
| 6M | +25.1% | +5.2% | +19.9% | +24.8% |
| YTD | +23.9% | -32.7% | +56.6% | +24.0% |
| 1Y | +41.1% | -24.8% | +65.9% | +41.0% |
| 3Y | +63.6% | -42.2% | +105.8% | +53.7% |
| All | +63.6% | -43.9% | +107.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling