+190.7%
CB vs SNAP
-77.2%
+267.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -3.1% | +2.6% | -5.7% | -3.2% |
| 3M | +9.0% | -9.9% | +18.8% | +9.1% |
| 6M | +2.9% | +1.9% | +1.0% | +2.4% |
| YTD | +10.1% | -32.2% | +42.3% | +11.2% |
| 1Y | +22.8% | -22.8% | +45.6% | +23.1% |
| 3Y | +73.8% | -47.6% | +121.4% | +73.2% |
| 5Y | +99.2% | -92.7% | +191.9% | +112.0% |
| All | +190.7% | -77.2% | +267.9% | +166.9% |
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 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