-90.5%
SNAP vs CNI
+8.1%
-98.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.1% |
| 7D | +6.0% | +2.5% | +3.5% | +4.0% |
| 30D | -13.8% | +6.1% | -19.9% | -17.5% |
| 3M | -0.8% | +0.1% | -0.9% | -1.0% |
| 6M | -6.2% | +14.9% | -21.2% | -16.9% |
| YTD | -34.8% | +30.9% | -65.7% | -49.2% |
| 1Y | -38.7% | +33.9% | -72.6% | -53.3% |
| 3Y | -53.5% | +20.2% | -73.7% | -62.1% |
| All | -90.5% | +8.1% | -98.6% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling