-79.6%
SNAP vs CFG
+137.6%
-217.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -10.6% | +0.7% | -11.3% | -10.6% |
| 30D | -19.7% | +2.8% | -22.5% | -20.5% |
| 3M | -6.5% | -10.1% | +3.5% | -1.9% |
| 6M | -17.8% | +3.2% | -20.9% | -19.0% |
| YTD | -38.0% | +14.2% | -52.2% | -41.8% |
| 1Y | -42.5% | +27.4% | -69.9% | -48.5% |
| 3Y | -55.8% | +187.6% | -243.4% | -72.2% |
| 5Y | -90.5% | +65.7% | -156.2% | -92.7% |
| All | -79.6% | +137.6% | -217.1% | -88.0% |
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