-53.8%
SNAP vs CMS
+35.4%
-89.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -3.0% |
| 7D | -7.1% | -1.3% | -5.8% | -7.4% |
| 30D | -14.6% | +6.3% | -20.9% | -13.4% |
| 3M | -5.0% | -2.1% | -2.9% | -5.6% |
| 6M | -18.8% | -5.1% | -13.7% | -19.7% |
| YTD | -38.5% | +1.3% | -39.8% | -38.2% |
| 1Y | -38.1% | -1.4% | -36.7% | -38.0% |
| 3Y | -53.8% | +36.9% | -90.7% | -54.6% |
| All | -53.8% | +35.4% | -89.2% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling