+83.6%
CNC vs SNAP
-77.0%
+160.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.9% |
| 7D | -3.9% | -3.2% | -0.7% | -3.7% |
| 30D | +0.8% | +0.2% | +0.6% | +0.7% |
| 3M | +0.1% | +2.6% | -2.5% | -0.4% |
| 6M | +79.7% | +12.4% | +67.2% | +77.3% |
| YTD | +58.9% | -31.6% | +90.5% | +61.3% |
| 1Y | +109.1% | -21.7% | +130.8% | +110.2% |
| 3Y | 0.0% | -41.2% | +41.2% | -0.6% |
| 5Y | +9.5% | -92.6% | +102.1% | +18.6% |
| All | +83.6% | -77.0% | +160.6% | +56.7% |
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 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