-4.5%
SNAP vs CMS
-0.6%
-3.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.4% | -13.6% | -13.9% |
| 7D | -10.4% | +1.7% | -12.1% | -10.4% |
| 30D | -11.9% | +8.6% | -20.6% | -14.1% |
| 3M | -4.5% | -0.5% | -4.0% | -7.1% |
| All | -4.5% | -0.6% | -3.9% | -7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling