-79.7%
SNAP vs CPB
-44.7%
-35.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.6% |
| 7D | -7.1% | +8.0% | -15.1% | -6.7% |
| 30D | -14.6% | +22.4% | -37.0% | -13.6% |
| 3M | -5.0% | +3.8% | -8.8% | -4.7% |
| 6M | -18.8% | +13.7% | -32.5% | -18.0% |
| YTD | -38.5% | -11.7% | -26.8% | -39.1% |
| 1Y | -38.1% | -18.1% | -19.9% | -39.1% |
| 3Y | -53.8% | -34.7% | -19.0% | -55.4% |
| 5Y | -90.7% | -30.6% | -60.1% | -90.9% |
| All | -79.7% | -44.7% | -35.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling