-90.0%
SNAP vs CNH
-11.0%
-79.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.0% |
| 7D | -9.8% | +6.7% | -16.5% | -12.4% |
| 30D | -18.2% | +7.2% | -25.4% | -21.0% |
| 3M | -3.1% | +17.5% | -20.6% | -12.4% |
| 6M | -7.1% | +15.0% | -22.1% | -16.0% |
| YTD | -33.8% | +36.8% | -70.6% | -47.0% |
| 1Y | -39.0% | +27.6% | -66.7% | -49.4% |
| 3Y | -52.8% | +34.3% | -87.2% | -62.6% |
| 5Y | -90.0% | -12.2% | -77.8% | -90.2% |
| All | -90.0% | -11.0% | -79.0% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling