-92.9%
SNAP vs CNI
+11.9%
-104.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.6% |
| 7D | -5.0% | +0.9% | -5.9% | -5.6% |
| 30D | -0.7% | -2.1% | +1.4% | +0.8% |
| 3M | -5.0% | +1.8% | -6.8% | -6.8% |
| 6M | +3.5% | +14.8% | -11.3% | -8.5% |
| YTD | -34.2% | +25.4% | -59.6% | -46.4% |
| 1Y | -27.1% | +32.9% | -60.0% | -43.9% |
| 3Y | -43.5% | +20.2% | -63.6% | -54.0% |
| All | -92.9% | +11.9% | -104.8% | -94.2% |
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