+100.1%
CNC vs SNAP
-78.1%
+178.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +2.2% | +6.0% | -3.9% | +1.8% |
| 30D | +1.6% | -13.8% | +15.4% | +2.4% |
| 3M | +7.9% | -0.8% | +8.7% | +7.8% |
| 6M | +21.2% | -6.2% | +27.4% | +21.1% |
| YTD | +73.2% | -34.8% | +108.0% | +76.1% |
| 1Y | +97.5% | -38.7% | +136.2% | +101.4% |
| 3Y | -1.2% | -53.5% | +52.2% | -0.3% |
| 5Y | -6.1% | -90.2% | +84.2% | -0.2% |
| All | +100.1% | -78.1% | +178.2% | +71.0% |
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 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