+152.4%
CMI vs SNAP
-44.0%
+196.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.7% | -5.0% | +5.7% | +1.3% |
| 30D | -12.3% | -0.7% | -11.5% | -12.5% |
| 3M | -16.8% | -5.0% | -11.8% | -16.9% |
| 6M | +1.5% | +3.5% | -2.0% | -1.0% |
| YTD | +9.8% | -34.2% | +44.0% | +14.6% |
| 1Y | +42.6% | -27.1% | +69.6% | +46.1% |
| All | +152.4% | -44.0% | +196.4% | +153.0% |
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 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