+46.2%
CCI vs SNAP
-78.3%
+124.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.8% |
| 7D | -1.4% | +2.6% | -3.9% | -1.6% |
| 30D | +12.7% | -19.6% | +32.3% | +14.0% |
| 3M | +23.0% | +0.4% | +22.6% | +22.8% |
| 6M | +0.6% | -5.9% | +6.6% | +0.6% |
| YTD | +4.9% | -35.3% | +40.2% | +6.6% |
| 1Y | +0.7% | -42.6% | +43.3% | +3.0% |
| 3Y | +10.2% | -53.9% | +64.1% | +10.8% |
| 5Y | -36.4% | -90.3% | +53.8% | -33.0% |
| All | +46.2% | -78.3% | +124.5% | +33.7% |
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 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