-78.7%
SNAP vs CRS
+739.5%
-818.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +2.6% | +7.4% | -4.9% | +0.3% |
| 30D | -19.6% | -21.2% | +1.6% | -14.6% |
| 3M | +0.4% | -43.3% | +43.7% | +17.1% |
| 6M | -5.9% | -29.4% | +23.4% | +1.8% |
| YTD | -35.3% | -4.7% | -30.6% | -37.1% |
| 1Y | -42.6% | -9.6% | -33.0% | -43.4% |
| 3Y | -53.9% | +355.5% | -409.4% | -73.5% |
| 5Y | -90.3% | +826.6% | -916.8% | -95.5% |
| All | -78.7% | +739.5% | -818.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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