-39.0%
SNAP vs CG
-19.9%
-19.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +7.7% |
| 7D | -9.8% | -3.8% | -6.0% | -7.2% |
| 30D | -18.2% | +7.5% | -25.7% | -21.5% |
| 3M | -3.1% | -14.4% | +11.3% | +6.3% |
| 6M | -7.1% | -15.7% | +8.5% | +3.1% |
| YTD | -33.8% | -29.0% | -4.9% | -18.0% |
| 1Y | -39.0% | -22.1% | -16.9% | -29.2% |
| All | -39.0% | -19.9% | -19.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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