+57.9%
CME vs SNAP
-46.7%
+104.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | -0.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.5% |
| 30D | +6.2% | +2.6% | +3.6% | +6.4% |
| 3M | +10.4% | -9.9% | +20.3% | +10.1% |
| 6M | -9.5% | +1.9% | -11.4% | -9.2% |
| YTD | +6.0% | -32.2% | +38.2% | +4.9% |
| 1Y | +9.3% | -22.8% | +32.1% | +8.8% |
| All | +57.9% | -46.7% | +104.7% | +54.7% |
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