-90.5%
SNAP vs CP
+25.5%
-116.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.1% |
| 7D | +6.0% | +2.1% | +3.9% | +4.7% |
| 30D | -13.8% | +9.3% | -23.1% | -18.3% |
| 3M | -0.8% | +0.5% | -1.2% | -1.3% |
| 6M | -6.2% | +10.4% | -16.7% | -12.6% |
| YTD | -34.8% | +28.7% | -63.5% | -45.8% |
| 1Y | -38.7% | +33.2% | -71.9% | -50.3% |
| 3Y | -53.5% | +38.4% | -91.9% | -64.1% |
| All | -90.5% | +25.5% | -116.1% | -92.4% |
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 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