+7.2%
CCI vs SNAP
-53.8%
+61.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.5% |
| 7D | -0.1% | -7.1% | +7.0% | +0.1% |
| 30D | +28.4% | -14.6% | +43.0% | +29.0% |
| 3M | +20.0% | -5.0% | +25.0% | +20.3% |
| 6M | +0.8% | -18.8% | +19.6% | +1.1% |
| YTD | +3.6% | -38.5% | +42.1% | +3.7% |
| 1Y | +6.1% | -38.1% | +44.2% | +6.2% |
| 3Y | +7.2% | -53.8% | +61.0% | -10.5% |
| All | +7.2% | -53.8% | +61.0% | -10.5% |
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