-77.7%
SNAP vs CG
+328.8%
-406.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.1% |
| 7D | +0.7% | -4.3% | +5.1% | +3.5% |
| 30D | +2.6% | -5.1% | +7.7% | +5.6% |
| 3M | -9.9% | +8.7% | -18.6% | -14.7% |
| 6M | +1.9% | -9.2% | +11.1% | +7.1% |
| YTD | -32.2% | -18.9% | -13.4% | -24.0% |
| 1Y | -22.8% | -25.6% | +2.8% | -9.1% |
| 3Y | -47.6% | +57.3% | -104.9% | -63.8% |
| 5Y | -92.7% | +10.2% | -102.9% | -93.8% |
| All | -77.7% | +328.8% | -406.5% | -88.5% |
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