-79.7%
SNAP vs CP
+239.8%
-319.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.5% |
| 7D | -7.1% | +2.8% | -9.9% | -8.5% |
| 30D | -14.6% | +10.2% | -24.8% | -19.5% |
| 3M | -5.0% | +2.4% | -7.3% | -6.6% |
| 6M | -18.8% | +7.7% | -26.5% | -23.0% |
| YTD | -38.5% | +26.0% | -64.5% | -47.8% |
| 1Y | -38.1% | +34.6% | -72.7% | -49.6% |
| 3Y | -53.8% | +26.7% | -80.5% | -61.4% |
| 5Y | -90.7% | +24.9% | -115.6% | -92.2% |
| All | -79.7% | +239.8% | -319.5% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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