+115.5%
CI vs SNAP
-79.3%
+194.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -2.5% |
| 7D | -1.6% | -7.1% | +5.6% | -1.2% |
| 30D | +5.4% | -14.6% | +20.0% | +6.1% |
| 3M | +7.3% | -5.0% | +12.2% | +7.3% |
| 6M | +5.3% | -18.8% | +24.1% | +5.9% |
| YTD | +8.5% | -38.5% | +47.0% | +10.3% |
| 1Y | +17.1% | -38.1% | +55.2% | +18.9% |
| 3Y | +1.4% | -53.8% | +55.2% | +1.9% |
| 5Y | +50.5% | -90.7% | +141.1% | +59.9% |
| All | +115.5% | -79.3% | +194.8% | +88.3% |
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