+363.4%
CMI vs SNAP
-77.0%
+440.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.8% | -1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | -12.8% | +0.2% | -13.0% | -12.9% |
| 3M | -12.4% | +2.6% | -15.0% | -13.1% |
| 6M | -0.9% | +12.4% | -13.3% | -2.8% |
| YTD | +8.9% | -31.6% | +40.5% | +11.1% |
| 1Y | +37.7% | -21.7% | +59.4% | +38.8% |
| 3Y | +148.9% | -41.2% | +190.1% | +150.4% |
| 5Y | +164.4% | -92.6% | +257.0% | +186.9% |
| All | +363.4% | -77.0% | +440.4% | +320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling