-90.0%
SNAP vs CF
+115.5%
-205.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.8% |
| 7D | -9.8% | +10.4% | -20.1% | -10.4% |
| 30D | -18.2% | +7.6% | -25.8% | -18.7% |
| 3M | -3.1% | +5.2% | -8.2% | -3.7% |
| 6M | -7.1% | -0.1% | -7.1% | -7.5% |
| YTD | -33.8% | +61.7% | -95.5% | -40.6% |
| 1Y | -39.0% | +50.3% | -89.4% | -44.5% |
| 3Y | -52.8% | +66.0% | -118.8% | -58.2% |
| 5Y | -90.0% | +114.5% | -204.5% | -92.5% |
| All | -90.0% | +115.5% | -205.5% | -92.5% |
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