-78.5%
SNAP vs CMS
+113.7%
-192.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +6.0% | +1.7% | +4.3% | +5.9% |
| 30D | -13.8% | +6.2% | -20.0% | -14.1% |
| 3M | -0.8% | +0.6% | -1.4% | -0.8% |
| 6M | -6.2% | -1.8% | -4.5% | -6.2% |
| YTD | -34.8% | +3.8% | -38.7% | -35.2% |
| 1Y | -38.7% | -1.8% | -36.9% | -38.7% |
| 3Y | -53.5% | +39.8% | -93.3% | -55.7% |
| 5Y | -90.2% | +37.1% | -127.3% | -90.8% |
| All | -78.5% | +113.7% | -192.2% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling