-78.2%
SNAP vs CFG
+139.6%
-217.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | -9.8% | -0.8% | -9.0% | -9.3% |
| 30D | -18.2% | +3.1% | -21.4% | -19.1% |
| 3M | -3.1% | -9.7% | +6.6% | +1.6% |
| 6M | -7.1% | +6.7% | -13.8% | -10.0% |
| YTD | -33.8% | +15.2% | -49.0% | -38.0% |
| 1Y | -39.0% | +28.8% | -67.8% | -45.7% |
| 3Y | -52.8% | +190.1% | -242.9% | -70.4% |
| 5Y | -90.0% | +63.4% | -153.4% | -92.2% |
| All | -78.2% | +139.6% | -217.8% | -87.2% |
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