-79.7%
SNAP vs CG
+262.5%
-342.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -7.1% | -1.2% | -5.9% | -6.0% |
| 30D | -14.6% | +5.0% | -19.7% | -16.8% |
| 3M | -5.0% | -18.2% | +13.2% | +7.0% |
| 6M | -18.8% | -20.7% | +1.9% | -7.4% |
| YTD | -38.5% | -31.4% | -7.1% | -23.6% |
| 1Y | -38.1% | -22.3% | -15.8% | -28.7% |
| 3Y | -53.8% | +50.2% | -103.9% | -67.3% |
| 5Y | -90.7% | -22.1% | -68.6% | -90.3% |
| All | -79.7% | +262.5% | -342.2% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling