+216.1%
CB vs SNAP
-77.7%
+293.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.1% |
| 7D | -1.0% | -9.8% | +8.8% | -0.7% |
| 30D | +7.3% | -18.2% | +25.5% | +8.0% |
| 3M | +7.0% | -3.1% | +10.1% | +7.0% |
| 6M | +16.3% | -7.1% | +23.5% | +16.2% |
| YTD | +19.7% | -33.8% | +53.6% | +20.8% |
| 1Y | +27.8% | -39.0% | +66.8% | +29.4% |
| 3Y | +72.0% | -52.8% | +124.8% | +72.2% |
| 5Y | +104.9% | -90.0% | +194.8% | +114.1% |
| All | +216.1% | -77.7% | +293.9% | +190.1% |
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