-79.7%
SNAP vs CNH
+66.5%
-146.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -3.6% |
| 7D | -7.1% | -1.7% | -5.4% | -6.4% |
| 30D | -14.6% | -7.2% | -7.4% | -12.5% |
| 3M | -5.0% | +6.5% | -11.5% | -9.0% |
| 6M | -18.8% | +7.9% | -26.7% | -23.2% |
| YTD | -38.5% | +26.6% | -65.1% | -46.6% |
| 1Y | -38.1% | +13.8% | -51.8% | -43.9% |
| 3Y | -53.8% | +9.2% | -63.0% | -57.8% |
| 5Y | -90.7% | -15.6% | -75.1% | -90.7% |
| All | -79.7% | +66.5% | -146.2% | -85.7% |
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