+217.3%
CB vs SNAP
-78.8%
+296.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.0% | +13.3% | -0.2% |
| 7D | +2.6% | -10.4% | +13.0% | +2.9% |
| 30D | +11.2% | -11.9% | +23.1% | +11.6% |
| 3M | +5.7% | -4.5% | +10.2% | +5.7% |
| 6M | +15.9% | -16.7% | +32.6% | +16.3% |
| YTD | +20.2% | -36.9% | +57.1% | +21.5% |
| 1Y | +32.4% | -30.3% | +62.7% | +33.2% |
| 3Y | +75.5% | -52.5% | +128.0% | +75.5% |
| 5Y | +105.5% | -90.4% | +195.9% | +115.1% |
| All | +217.3% | -78.8% | +296.0% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling