-38.7%
SNAP vs CF
+50.1%
-88.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +6.0% | +4.8% | +1.3% | +7.6% |
| 30D | -13.8% | +4.7% | -18.5% | -11.8% |
| 3M | -0.8% | +7.4% | -8.2% | +2.7% |
| 6M | -6.2% | +0.6% | -6.8% | -4.6% |
| YTD | -34.8% | +64.1% | -98.9% | -32.8% |
| 1Y | -38.7% | +51.4% | -90.1% | -36.2% |
| All | -38.7% | +50.1% | -88.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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