-90.4%
SNAP vs CP
+27.2%
-117.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.3% | -13.6% |
| 7D | -10.4% | +6.1% | -16.5% | -13.5% |
| 30D | -11.9% | +9.8% | -21.7% | -16.8% |
| 3M | -4.5% | +2.7% | -7.3% | -6.4% |
| 6M | -16.7% | +12.8% | -29.5% | -23.4% |
| YTD | -36.9% | +28.2% | -65.1% | -47.4% |
| 1Y | -30.3% | +34.1% | -64.4% | -43.8% |
| 3Y | -52.5% | +28.9% | -81.4% | -61.6% |
| 5Y | -90.4% | +27.1% | -117.5% | -92.2% |
| All | -90.4% | +27.2% | -117.6% | -92.2% |
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