-20.7%
SNAP vs CNI
+37.5%
-58.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.5% |
| 7D | -0.7% | +3.7% | -4.4% | -1.3% |
| 30D | +5.5% | +8.1% | -2.6% | +4.2% |
| 3M | +2.2% | +1.9% | +0.4% | +1.9% |
| 6M | -4.1% | +19.2% | -23.2% | -7.5% |
| YTD | -26.6% | +32.7% | -59.4% | -30.2% |
| 1Y | -20.7% | +37.0% | -57.8% | -25.1% |
| All | -20.7% | +37.5% | -58.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling