-79.7%
SNAP vs CFG
+131.8%
-211.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.5% |
| 30D | -14.6% | +1.1% | -15.7% | -14.8% |
| 3M | -5.0% | -12.0% | +7.0% | +0.7% |
| 6M | -18.8% | -2.2% | -16.6% | -18.1% |
| YTD | -38.5% | +11.4% | -49.9% | -41.6% |
| 1Y | -38.1% | +27.8% | -65.9% | -44.7% |
| 3Y | -53.8% | +173.3% | -227.1% | -70.2% |
| 5Y | -90.7% | +62.4% | -153.1% | -92.7% |
| All | -79.7% | +131.8% | -211.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling