-78.3%
SNAP vs CRS
+1,184.1%
-1,262.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -0.7% | -18.1% | +17.3% | +5.1% |
| 3M | -5.0% | -12.4% | +7.4% | -2.0% |
| 6M | +3.5% | +15.9% | -12.4% | -2.6% |
| YTD | -34.2% | +45.8% | -80.0% | -42.9% |
| 1Y | -27.1% | +87.8% | -114.8% | -42.5% |
| 3Y | -43.5% | +648.7% | -692.2% | -71.7% |
| 5Y | -92.9% | +1,416.6% | -1,509.5% | -97.1% |
| All | -78.3% | +1,184.1% | -1,262.4% | -92.5% |
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