-49.7%
SNAP vs CRBG
+117.3%
-167.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.1% |
| 7D | +3.8% | +0.6% | +3.3% | +3.5% |
| 30D | +9.2% | +2.6% | +6.6% | +7.6% |
| 3M | +6.6% | +24.0% | -17.4% | -6.6% |
| 6M | +16.9% | +50.5% | -33.6% | -9.1% |
| YTD | -29.6% | +17.1% | -46.8% | -36.9% |
| 1Y | -22.1% | +5.9% | -28.0% | -26.3% |
| 3Y | -39.8% | +122.7% | -162.6% | -62.3% |
| All | -49.7% | +117.3% | -167.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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