-53.5%
SNAP vs CNP
+64.0%
-117.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +6.0% | +1.3% | +4.7% | +6.0% |
| 30D | -13.8% | +3.8% | -17.6% | -14.1% |
| 3M | -0.8% | +2.4% | -3.1% | -1.1% |
| 6M | -6.2% | -1.2% | -5.1% | -6.5% |
| YTD | -34.8% | +9.3% | -44.1% | -36.2% |
| 1Y | -38.7% | +6.4% | -45.1% | -39.7% |
| 3Y | -53.5% | +66.4% | -119.8% | -64.5% |
| All | -53.5% | +64.0% | -117.4% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling