-78.5%
SNAP vs CRS
+717.1%
-795.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.5% |
| 7D | +6.0% | +4.8% | +1.3% | +4.5% |
| 30D | -13.8% | -23.2% | +9.4% | -7.8% |
| 3M | -0.8% | -45.5% | +44.8% | +17.2% |
| 6M | -6.2% | -33.1% | +26.9% | +3.1% |
| YTD | -34.8% | -7.2% | -27.6% | -36.2% |
| 1Y | -38.7% | -10.0% | -28.7% | -39.5% |
| 3Y | -53.5% | +332.3% | -385.8% | -72.8% |
| 5Y | -90.2% | +801.9% | -892.1% | -95.5% |
| All | -78.5% | +717.1% | -795.6% | -91.6% |
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