-91.0%
SNAP vs CMS
+32.6%
-123.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.8% |
| 7D | -7.1% | -1.3% | -5.8% | -7.2% |
| 30D | -14.6% | +6.3% | -20.9% | -14.1% |
| 3M | -5.0% | -2.1% | -2.9% | -5.2% |
| 6M | -18.8% | -5.1% | -13.7% | -19.2% |
| YTD | -38.5% | +1.3% | -39.8% | -38.5% |
| 1Y | -38.1% | -1.4% | -36.7% | -38.1% |
| 3Y | -53.8% | +36.9% | -90.7% | -53.7% |
| All | -91.0% | +32.6% | -123.5% | -90.9% |
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