-90.8%
SNAP vs CMS
+36.1%
-126.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | -7.3% | -0.9% | -6.4% | -7.4% |
| 30D | -18.9% | +7.1% | -26.0% | -18.4% |
| 3M | -5.3% | -1.3% | -4.0% | -5.4% |
| 6M | -16.9% | -2.7% | -14.3% | -17.1% |
| YTD | -37.4% | +2.6% | -40.0% | -37.3% |
| 1Y | -38.5% | -2.0% | -36.5% | -38.5% |
| 3Y | -55.1% | +39.6% | -94.7% | -55.0% |
| 5Y | -90.8% | +35.3% | -126.1% | -90.6% |
| All | -90.8% | +36.1% | -126.9% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling