-53.8%
SNAP vs CPB
-36.0%
-17.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | -7.1% | +8.0% | -15.1% | -7.4% |
| 30D | -14.6% | +22.4% | -37.0% | -15.2% |
| 3M | -5.0% | +2.5% | -7.5% | -5.0% |
| 6M | -18.8% | +12.2% | -31.0% | -18.8% |
| YTD | -38.5% | -12.8% | -25.7% | -39.0% |
| 1Y | -38.1% | -19.2% | -18.9% | -38.7% |
| 3Y | -53.8% | -35.6% | -18.2% | -56.9% |
| All | -53.8% | -36.0% | -17.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling