-78.5%
SNAP vs CFG
+139.2%
-217.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | +6.0% | +3.2% | +2.9% | +4.6% |
| 30D | -13.8% | +5.1% | -18.9% | -15.4% |
| 3M | -0.8% | -11.2% | +10.5% | +4.9% |
| 6M | -6.2% | +9.6% | -15.8% | -10.1% |
| YTD | -34.8% | +15.0% | -49.8% | -38.9% |
| 1Y | -38.7% | +29.9% | -68.6% | -45.6% |
| 3Y | -53.5% | +192.1% | -245.5% | -70.8% |
| 5Y | -90.2% | +62.3% | -152.5% | -92.4% |
| All | -78.5% | +139.2% | -217.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling