-79.2%
SNAP vs CFG
+133.9%
-213.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.1% | -10.9% | -12.6% |
| 7D | -10.4% | -2.2% | -8.2% | -9.3% |
| 30D | -11.9% | +0.4% | -12.3% | -11.8% |
| 3M | -4.5% | -12.6% | +8.1% | +1.5% |
| 6M | -16.7% | +0.6% | -17.3% | -17.1% |
| YTD | -36.9% | +12.4% | -49.4% | -40.3% |
| 1Y | -30.3% | +27.7% | -58.0% | -37.7% |
| 3Y | -52.5% | +172.4% | -224.9% | -69.4% |
| 5Y | -90.4% | +64.0% | -154.4% | -92.6% |
| All | -79.2% | +133.9% | -213.1% | -87.7% |
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