-42.2%
SNAP vs CRS
+653.3%
-695.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | +1.5% | -3.1% | +4.6% | +2.4% |
| 30D | +1.9% | -19.6% | +21.5% | +8.8% |
| 3M | -3.9% | -8.1% | +4.2% | -2.5% |
| 6M | +5.2% | +18.6% | -13.3% | -2.6% |
| YTD | -32.7% | +45.9% | -78.6% | -42.6% |
| 1Y | -24.8% | +82.5% | -107.3% | -42.2% |
| 3Y | -42.2% | +648.9% | -691.1% | -74.1% |
| All | -42.2% | +653.3% | -695.4% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling