-38.7%
SNAP vs CDW
+19.9%
-58.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +6.0% | +9.3% | -3.3% | +3.1% |
| 30D | -13.8% | +14.4% | -28.1% | -16.7% |
| 3M | -0.8% | +21.4% | -22.2% | -5.9% |
| 6M | -6.2% | +72.8% | -79.0% | -14.8% |
| YTD | -34.8% | +28.0% | -62.8% | -38.5% |
| 1Y | -38.7% | +19.3% | -58.0% | -39.7% |
| All | -38.7% | +19.9% | -58.6% | -39.7% |
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