+250.2%
CME vs SNAP
-79.3%
+329.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.3% |
| 7D | +0.9% | -7.1% | +8.0% | +1.2% |
| 30D | +13.2% | -14.6% | +27.8% | +13.8% |
| 3M | +16.3% | -5.0% | +21.3% | +16.3% |
| 6M | +7.1% | -18.8% | +26.0% | +7.6% |
| YTD | +15.8% | -38.5% | +54.4% | +17.4% |
| 1Y | +17.1% | -38.1% | +55.2% | +18.6% |
| 3Y | +63.2% | -53.8% | +116.9% | +62.9% |
| 5Y | +70.2% | -90.7% | +160.9% | +79.4% |
| All | +250.2% | -79.3% | +329.6% | +209.2% |
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