+121.3%
CI vs SNAP
-78.8%
+200.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.0% | +12.7% | -0.6% |
| 7D | +1.0% | -10.4% | +11.4% | +1.5% |
| 30D | +9.9% | -11.9% | +21.8% | +10.5% |
| 3M | +12.1% | -4.5% | +16.6% | +12.1% |
| 6M | +10.6% | -16.7% | +27.3% | +11.1% |
| YTD | +11.4% | -36.9% | +48.3% | +13.1% |
| 1Y | +18.8% | -30.3% | +49.0% | +19.8% |
| 3Y | +2.9% | -52.5% | +55.4% | +3.2% |
| 5Y | +54.5% | -90.4% | +144.9% | +63.9% |
| All | +121.3% | -78.8% | +200.1% | +93.1% |
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