-47.7%
SNAP vs CMS
+36.5%
-84.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.8% |
| 30D | +2.6% | -3.6% | +6.2% | +1.9% |
| 3M | -9.9% | -1.9% | -8.0% | -10.1% |
| 6M | +1.9% | -11.0% | +12.8% | +0.2% |
| YTD | -32.2% | +0.2% | -32.4% | -32.1% |
| 1Y | -22.8% | -1.3% | -21.5% | -22.8% |
| All | -47.7% | +36.5% | -84.2% | -49.6% |
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