-79.6%
SNAP vs CRS
+733.4%
-812.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -19.7% | -22.9% | +3.1% | -14.3% |
| 3M | -6.5% | -46.8% | +40.3% | +11.1% |
| 6M | -17.8% | -30.4% | +12.7% | -10.6% |
| YTD | -38.0% | -5.4% | -32.7% | -39.7% |
| 1Y | -42.5% | -9.0% | -33.5% | -43.4% |
| 3Y | -55.8% | +352.2% | -408.0% | -74.6% |
| 5Y | -90.5% | +852.2% | -942.8% | -95.7% |
| All | -79.6% | +733.4% | -812.9% | -92.0% |
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