+372.4%
CMI vs SNAP
-77.2%
+449.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +3.1% |
| 7D | -0.7% | +0.7% | -1.5% | -0.8% |
| 30D | -13.4% | +2.6% | -16.1% | -13.8% |
| 3M | -17.0% | -9.9% | -7.1% | -16.7% |
| 6M | -1.6% | +1.9% | -3.5% | -2.8% |
| YTD | +11.0% | -32.2% | +43.2% | +13.3% |
| 1Y | +41.9% | -22.8% | +64.8% | +43.2% |
| 3Y | +151.8% | -47.6% | +199.4% | +155.2% |
| 5Y | +163.6% | -92.7% | +256.3% | +186.4% |
| All | +372.4% | -77.2% | +449.6% | +328.5% |
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