-77.7%
SNAP vs CNP
+92.2%
-169.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +2.6% | -1.8% | +4.5% | +3.2% |
| 3M | -9.9% | -4.6% | -5.2% | -8.7% |
| 6M | +1.9% | -8.8% | +10.7% | +4.6% |
| YTD | -32.2% | +5.2% | -37.5% | -34.1% |
| 1Y | -22.8% | +8.3% | -31.2% | -25.9% |
| 3Y | -47.6% | +54.9% | -102.5% | -56.7% |
| 5Y | -92.7% | +73.5% | -166.2% | -94.3% |
| All | -77.7% | +92.2% | -169.8% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling