-77.7%
SNAP vs CMS
+106.2%
-183.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +2.6% | -3.6% | +6.2% | +2.9% |
| 3M | -9.9% | -1.9% | -8.0% | -9.8% |
| 6M | +1.9% | -11.0% | +12.8% | +2.6% |
| YTD | -32.2% | +0.2% | -32.4% | -32.4% |
| 1Y | -22.8% | -1.3% | -21.5% | -23.0% |
| 3Y | -47.6% | +35.9% | -83.5% | -50.0% |
| 5Y | -92.7% | +23.1% | -115.8% | -93.1% |
| All | -77.7% | +106.2% | -183.8% | -76.5% |
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