-22.8%
SNAP vs CDW
-5.0%
-17.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | +0.7% | +3.2% | -2.4% | 0.0% |
| 30D | +2.6% | +9.3% | -6.7% | +0.3% |
| 3M | -9.9% | +9.8% | -19.7% | -11.6% |
| 6M | +1.9% | +23.3% | -21.5% | -4.3% |
| YTD | -32.2% | +13.7% | -45.9% | -34.4% |
| 1Y | -22.8% | -6.5% | -16.4% | -19.5% |
| All | -22.8% | -5.0% | -17.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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