+810.1%
CDE vs SNAP
-44.0%
+854.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.2% |
| 7D | -2.0% | -5.0% | +3.0% | -0.6% |
| 30D | +15.7% | -0.7% | +16.5% | +15.6% |
| 3M | +30.5% | -5.0% | +35.5% | +31.0% |
| 6M | -7.4% | +3.5% | -10.9% | -10.1% |
| YTD | +17.9% | -34.2% | +52.1% | +27.4% |
| 1Y | +46.7% | -27.1% | +73.8% | +54.0% |
| All | +810.1% | -44.0% | +854.1% | +879.5% |
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