-78.5%
SNAP vs CNH
+71.5%
-150.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +6.0% | +3.0% | +3.0% | +4.6% |
| 30D | -13.8% | -0.6% | -13.2% | -13.8% |
| 3M | -0.8% | +14.6% | -15.4% | -7.8% |
| 6M | -6.2% | +11.8% | -18.0% | -12.7% |
| YTD | -34.8% | +30.4% | -65.2% | -44.1% |
| 1Y | -38.7% | +19.1% | -57.8% | -45.5% |
| 3Y | -53.5% | +30.2% | -83.6% | -60.2% |
| 5Y | -90.2% | -17.8% | -72.4% | -90.2% |
| All | -78.5% | +71.5% | -150.0% | -85.0% |
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