+215.1%
CB vs SNAP
-79.2%
+294.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.6% |
| 7D | +0.7% | -10.6% | +11.3% | +1.1% |
| 30D | +8.2% | -19.7% | +27.9% | +8.9% |
| 3M | +6.3% | -6.5% | +12.8% | +6.4% |
| 6M | +16.2% | -17.8% | +34.0% | +16.6% |
| YTD | +19.3% | -38.0% | +57.4% | +20.7% |
| 1Y | +29.2% | -42.5% | +71.7% | +31.1% |
| 3Y | +71.4% | -55.8% | +127.3% | +72.0% |
| 5Y | +104.2% | -90.5% | +194.8% | +113.9% |
| All | +215.1% | -79.2% | +294.3% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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