+574.2%
SNPS vs CCI
+17.8%
+556.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -4.5% | +2.1% | -6.6% | -5.2% |
| 3M | -15.5% | -17.8% | +2.4% | -10.2% |
| 6M | -10.1% | -14.2% | +4.1% | -6.5% |
| YTD | -16.3% | -13.3% | -2.9% | -13.9% |
| 1Y | -34.9% | -16.6% | -18.3% | -32.2% |
| 3Y | -14.4% | -10.8% | -3.5% | -17.7% |
| 5Y | +17.9% | -50.3% | +68.2% | +50.1% |
| 10Y | +574.2% | +22.5% | +551.7% | +506.6% |
| All | +574.2% | +17.8% | +556.5% | +506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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