-42.5%
SNAP vs CNH
+27.3%
-69.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.5% |
| 7D | -10.6% | +4.5% | -15.1% | -11.0% |
| 30D | -19.7% | +7.6% | -27.4% | -20.4% |
| 3M | -6.5% | +17.0% | -23.5% | -10.0% |
| 6M | -17.8% | +12.9% | -30.7% | -20.2% |
| YTD | -38.0% | +34.3% | -72.3% | -44.4% |
| 1Y | -42.5% | +28.5% | -71.0% | -47.9% |
| All | -42.5% | +27.3% | -69.8% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling