-91.0%
SNAP vs CRS
+770.8%
-861.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -7.1% | -1.7% | -5.4% | -6.4% |
| 30D | -14.6% | -28.8% | +14.2% | -4.9% |
| 3M | -5.0% | -50.0% | +45.0% | +19.9% |
| 6M | -18.8% | -39.2% | +20.4% | -6.0% |
| YTD | -38.5% | -11.4% | -27.1% | -39.8% |
| 1Y | -38.1% | -11.7% | -26.4% | -39.5% |
| 3Y | -53.8% | +319.6% | -373.4% | -78.7% |
| All | -91.0% | +770.8% | -861.8% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling