-79.6%
SNAP vs CNH
+76.6%
-156.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.7% |
| 7D | -10.6% | +4.5% | -15.1% | -12.1% |
| 30D | -19.7% | +7.6% | -27.4% | -22.2% |
| 3M | -6.5% | +17.0% | -23.5% | -13.9% |
| 6M | -17.8% | +12.9% | -30.7% | -23.7% |
| YTD | -38.0% | +34.3% | -72.3% | -47.4% |
| 1Y | -42.5% | +28.5% | -71.0% | -50.4% |
| 3Y | -55.8% | +31.9% | -87.7% | -62.4% |
| 5Y | -90.5% | -9.6% | -80.9% | -90.8% |
| All | -79.6% | +76.6% | -156.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling