-90.8%
SNAP vs CP
+27.1%
-117.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.6% |
| 7D | -7.3% | +2.8% | -10.1% | -8.7% |
| 30D | -18.9% | +11.3% | -30.3% | -24.0% |
| 3M | -5.3% | +2.9% | -8.1% | -7.2% |
| 6M | -16.9% | +9.8% | -26.7% | -22.2% |
| YTD | -37.4% | +28.5% | -66.0% | -47.9% |
| 1Y | -38.5% | +33.5% | -72.0% | -50.1% |
| 3Y | -55.1% | +31.9% | -87.0% | -64.2% |
| 5Y | -90.8% | +25.5% | -116.3% | -92.5% |
| All | -90.8% | +27.1% | -117.9% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling