-53.8%
SNAP vs CG
+44.9%
-98.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | 0.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | -19.6% | +5.7% | -25.3% | -21.7% |
| 3M | +0.4% | -17.9% | +18.3% | +11.0% |
| 6M | -5.9% | -20.2% | +14.3% | +5.2% |
| YTD | -35.3% | -32.0% | -3.3% | -21.5% |
| 1Y | -42.6% | -27.0% | -15.6% | -32.7% |
| All | -53.8% | +44.9% | -98.7% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling