-79.4%
SNAP vs CPB
-45.3%
-34.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | -7.3% | +3.3% | -10.6% | -7.2% |
| 30D | -18.9% | +19.0% | -37.9% | -18.1% |
| 3M | -5.3% | +0.4% | -5.7% | -5.1% |
| 6M | -16.9% | +13.0% | -29.9% | -16.1% |
| YTD | -37.4% | -12.7% | -24.7% | -38.1% |
| 1Y | -38.5% | -20.9% | -17.6% | -39.6% |
| 3Y | -55.1% | -35.4% | -19.7% | -56.7% |
| 5Y | -90.8% | -32.3% | -58.5% | -91.0% |
| All | -79.4% | -45.3% | -34.1% | -80.3% |
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