-77.7%
SNAP vs CFG
+157.4%
-235.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | +2.6% | -3.8% | +6.5% | +4.3% |
| 3M | -9.9% | +11.5% | -21.4% | -14.4% |
| 6M | +1.9% | +19.2% | -17.3% | -6.0% |
| YTD | -32.2% | +23.7% | -55.9% | -38.7% |
| 1Y | -22.8% | +38.8% | -61.7% | -33.8% |
| 3Y | -47.6% | +178.9% | -226.5% | -66.8% |
| 5Y | -92.7% | +101.8% | -194.5% | -94.8% |
| All | -77.7% | +157.4% | -235.0% | -87.3% |
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