-47.7%
SNAP vs CF
+73.9%
-121.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.8% |
| 7D | +0.7% | +6.0% | -5.3% | +0.3% |
| 30D | +2.6% | +14.8% | -12.2% | +1.5% |
| 3M | -9.9% | +14.1% | -23.9% | -11.0% |
| 6M | +1.9% | +28.5% | -26.7% | -5.3% |
| YTD | -32.2% | +74.9% | -107.2% | -42.8% |
| 1Y | -22.8% | +61.7% | -84.5% | -33.5% |
| All | -47.7% | +73.9% | -121.6% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling