-24.2%
SNAP vs CFG
+40.6%
-64.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +0.7% | +1.5% | -0.8% | 0.0% |
| 30D | +2.6% | -3.8% | +6.5% | +4.6% |
| 3M | -9.9% | +11.5% | -21.4% | -15.6% |
| 6M | +1.9% | +19.2% | -17.3% | -8.7% |
| YTD | -32.2% | +23.7% | -55.9% | -40.6% |
| All | -24.2% | +40.6% | -64.8% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling