+211.6%
CB vs SNAP
-79.3%
+290.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.7% |
| 7D | +0.2% | -7.1% | +7.4% | +0.5% |
| 30D | +9.1% | -14.6% | +23.7% | +9.6% |
| 3M | +3.4% | -5.0% | +8.4% | +3.4% |
| 6M | +14.1% | -18.8% | +32.9% | +14.5% |
| YTD | +18.0% | -38.5% | +56.6% | +19.4% |
| 1Y | +30.1% | -38.1% | +68.2% | +31.6% |
| 3Y | +71.8% | -53.8% | +125.6% | +72.0% |
| 5Y | +101.8% | -90.7% | +192.5% | +111.5% |
| All | +211.6% | -79.3% | +290.9% | +186.8% |
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