-42.5%
SNAP vs CNP
+7.7%
-50.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -0.7% |
| 7D | -10.6% | -3.0% | -7.5% | -11.6% |
| 30D | -19.7% | +6.8% | -26.6% | -18.5% |
| 3M | -6.5% | +3.6% | -10.2% | -6.2% |
| 6M | -17.8% | 0.0% | -17.7% | -18.2% |
| YTD | -38.0% | +9.4% | -47.4% | -35.3% |
| 1Y | -42.5% | +6.8% | -49.3% | -40.3% |
| All | -42.5% | +7.7% | -50.1% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling