-91.0%
SNAP vs CPB
-31.3%
-59.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.7% |
| 7D | -7.1% | +8.0% | -15.1% | -6.4% |
| 30D | -14.6% | +22.4% | -37.0% | -12.7% |
| 3M | -5.0% | +2.5% | -7.5% | -4.5% |
| 6M | -18.8% | +12.2% | -31.0% | -17.3% |
| YTD | -38.5% | -12.8% | -25.7% | -40.2% |
| 1Y | -38.1% | -19.2% | -18.9% | -40.6% |
| 3Y | -53.8% | -35.6% | -18.2% | -57.8% |
| All | -91.0% | -31.3% | -59.6% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling