-77.7%
SNAP vs CP
+237.0%
-314.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +0.7% | -2.7% | +3.4% | +2.4% |
| 30D | +2.6% | +0.2% | +2.5% | +2.3% |
| 3M | -9.9% | +2.6% | -12.5% | -11.7% |
| 6M | +1.9% | +6.0% | -4.1% | -2.6% |
| YTD | -32.2% | +24.9% | -57.2% | -42.0% |
| 1Y | -22.8% | +20.1% | -43.0% | -32.5% |
| 3Y | -47.6% | +16.4% | -64.0% | -53.8% |
| 5Y | -92.7% | +31.7% | -124.5% | -94.1% |
| All | -77.7% | +237.0% | -314.6% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling