+74.9%
CB vs SNAP
-53.6%
+128.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +2.9% | +6.0% | -3.1% | +3.0% |
| 30D | +7.3% | -13.8% | +21.1% | +7.2% |
| 3M | +9.4% | -0.8% | +10.2% | +9.4% |
| 6M | +19.6% | -6.2% | +25.9% | +19.6% |
| YTD | +21.5% | -34.8% | +56.3% | +21.2% |
| 1Y | +28.0% | -38.7% | +66.7% | +27.7% |
| 3Y | +74.9% | -53.5% | +128.3% | +74.4% |
| All | +74.9% | -53.6% | +128.4% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling