-78.2%
SNAP vs CNH
+79.9%
-158.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.1% |
| 7D | -9.8% | +6.7% | -16.5% | -12.0% |
| 30D | -18.2% | +7.2% | -25.4% | -20.6% |
| 3M | -3.1% | +17.5% | -20.6% | -10.8% |
| 6M | -7.1% | +15.0% | -22.1% | -14.4% |
| YTD | -33.8% | +36.8% | -70.6% | -44.2% |
| 1Y | -39.0% | +27.6% | -66.7% | -47.2% |
| 3Y | -52.8% | +34.3% | -87.2% | -60.1% |
| 5Y | -90.0% | -12.2% | -77.8% | -90.2% |
| All | -78.2% | +79.9% | -158.1% | -85.1% |
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