-78.5%
SNAP vs CPAY
+181.0%
-259.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | +6.0% | +1.6% | +4.5% | +5.2% |
| 30D | -13.8% | +17.6% | -31.4% | -21.9% |
| 3M | -0.8% | +8.7% | -9.5% | -6.0% |
| 6M | -6.2% | +39.5% | -45.8% | -23.0% |
| YTD | -34.8% | +53.6% | -88.4% | -50.8% |
| 1Y | -38.7% | +63.3% | -102.0% | -55.5% |
| 3Y | -53.5% | +101.7% | -155.2% | -70.9% |
| 5Y | -90.2% | +91.4% | -181.6% | -93.6% |
| All | -78.5% | +181.0% | -259.5% | -87.8% |
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