-53.8%
SNAP vs CDW
-21.8%
-32.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -7.1% | +2.1% | -9.2% | -7.5% |
| 30D | -14.6% | +14.7% | -29.4% | -18.0% |
| 3M | -5.0% | +11.1% | -16.1% | -8.3% |
| 6M | -18.8% | +45.6% | -64.4% | -27.9% |
| YTD | -38.5% | +17.1% | -55.6% | -42.6% |
| 1Y | -38.1% | +13.2% | -51.2% | -41.3% |
| 3Y | -53.8% | -22.2% | -31.6% | -58.3% |
| All | -53.8% | -21.8% | -32.0% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling