-77.7%
SNAP vs CPAY
+153.1%
-230.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +0.7% | +2.1% | -1.3% | -0.4% |
| 30D | +2.6% | +5.5% | -2.9% | -0.5% |
| 3M | -9.9% | +16.6% | -26.5% | -17.4% |
| 6M | +1.9% | +26.7% | -24.8% | -11.6% |
| YTD | -32.2% | +38.4% | -70.6% | -45.3% |
| 1Y | -22.8% | +30.1% | -53.0% | -35.7% |
| 3Y | -47.6% | +52.6% | -100.2% | -61.3% |
| 5Y | -92.7% | +59.0% | -151.7% | -94.7% |
| All | -77.7% | +153.1% | -230.8% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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