-52.6%
SNAP vs CMS
+38.3%
-90.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.4% | -13.6% | -14.1% |
| 7D | -10.4% | +1.7% | -12.1% | -10.1% |
| 30D | -11.9% | +8.6% | -20.6% | -10.2% |
| 3M | -4.5% | -0.5% | -4.0% | -4.8% |
| 6M | -16.7% | -4.2% | -12.5% | -17.4% |
| YTD | -36.9% | +3.4% | -40.4% | -36.3% |
| 1Y | -30.3% | +0.4% | -30.7% | -29.9% |
| All | -52.6% | +38.3% | -90.9% | -53.2% |
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