+15.0%
CI vs SNAP
-38.5%
+53.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.8% |
| 7D | -1.3% | -9.8% | +8.5% | -1.0% |
| 30D | +6.4% | -18.2% | +24.6% | +6.9% |
| 3M | +10.7% | -3.1% | +13.8% | +10.8% |
| 6M | +5.5% | -7.1% | +12.6% | +5.4% |
| YTD | +11.4% | -33.8% | +45.2% | +9.6% |
| 1Y | +15.0% | -39.0% | +54.1% | +12.6% |
| All | +15.0% | -38.5% | +53.5% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling