-55.1%
SNAP vs CFG
+182.2%
-237.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | -0.1% |
| 7D | -7.3% | +0.3% | -7.6% | -7.2% |
| 30D | -18.9% | +3.2% | -22.2% | -20.2% |
| 3M | -5.3% | -9.7% | +4.4% | +1.1% |
| 6M | -16.9% | +3.6% | -20.6% | -19.2% |
| YTD | -37.4% | +14.7% | -52.1% | -43.3% |
| 1Y | -38.5% | +29.6% | -68.1% | -48.6% |
| 3Y | -55.1% | +190.6% | -245.6% | -77.2% |
| All | -55.1% | +182.2% | -237.3% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling