-55.8%
SNAP vs CNP
+65.1%
-121.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -10.6% | -3.0% | -7.5% | -10.4% |
| 30D | -19.7% | +6.8% | -26.6% | -20.3% |
| 3M | -6.5% | +3.6% | -10.2% | -7.0% |
| 6M | -17.8% | 0.0% | -17.7% | -18.1% |
| YTD | -38.0% | +9.4% | -47.4% | -39.4% |
| 1Y | -42.5% | +6.8% | -49.3% | -43.5% |
| 3Y | -55.8% | +64.2% | -120.0% | -65.5% |
| All | -55.8% | +65.1% | -121.0% | -65.5% |
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