-41.9%
SNAP vs CP
+33.1%
-75.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | -7.3% | +2.8% | -10.1% | -7.7% |
| 30D | -18.9% | +11.3% | -30.3% | -20.1% |
| 3M | -5.3% | +2.9% | -8.1% | -5.8% |
| 6M | -16.9% | +9.8% | -26.7% | -18.2% |
| YTD | -37.4% | +28.5% | -66.0% | -38.1% |
| All | -41.9% | +33.1% | -75.0% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling