-4.5%
SNAP vs CDW
+37.8%
-42.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.1% | -7.9% | -10.9% |
| 7D | -10.4% | -4.1% | -6.3% | -8.1% |
| 30D | -11.9% | +16.7% | -28.7% | -15.6% |
| 3M | -4.5% | +13.6% | -18.1% | -8.1% |
| All | -4.5% | +37.8% | -42.4% | -8.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling