-79.4%
SNAP vs CFG
+138.6%
-218.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.5% |
| 7D | -7.3% | +0.3% | -7.6% | -7.2% |
| 30D | -18.9% | +3.2% | -22.2% | -19.8% |
| 3M | -5.3% | -9.7% | +4.4% | -0.7% |
| 6M | -16.9% | +3.6% | -20.6% | -18.4% |
| YTD | -37.4% | +14.7% | -52.1% | -41.3% |
| 1Y | -38.5% | +29.6% | -68.1% | -45.4% |
| 3Y | -55.1% | +190.6% | -245.6% | -71.8% |
| 5Y | -90.8% | +67.1% | -157.9% | -92.9% |
| All | -79.4% | +138.6% | -218.0% | -87.9% |
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