-92.8%
SNAP vs CF
+227.0%
-319.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.7% |
| 7D | +0.7% | +6.0% | -5.3% | +0.1% |
| 30D | +2.6% | +14.8% | -12.2% | +1.0% |
| 3M | -9.9% | +14.1% | -23.9% | -11.5% |
| 6M | +1.9% | +28.5% | -26.7% | -4.1% |
| YTD | -32.2% | +74.9% | -107.2% | -40.2% |
| 1Y | -22.8% | +61.7% | -84.5% | -31.0% |
| 3Y | -47.6% | +80.3% | -127.9% | -54.6% |
| All | -92.8% | +227.0% | -319.8% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling