-77.8%
SNAP vs CNP
+94.4%
-172.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | +1.5% | +1.6% | -0.2% | +0.9% |
| 30D | +1.9% | -0.8% | +2.7% | +2.1% |
| 3M | -3.9% | -3.6% | -0.3% | -3.0% |
| 6M | +5.2% | -6.9% | +12.2% | +7.2% |
| YTD | -32.7% | +6.4% | -39.1% | -34.8% |
| 1Y | -24.8% | +9.9% | -34.7% | -28.2% |
| 3Y | -42.2% | +53.1% | -95.3% | -52.0% |
| 5Y | -92.7% | +72.0% | -164.6% | -94.3% |
| All | -77.8% | +94.4% | -172.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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