+34.1%
SNPS vs CCI
-37.5%
+71.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.5% | +3.8% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -8.4% | +10.3% | -18.7% | -10.0% |
| 3M | +12.3% | +17.9% | -5.6% | +8.9% |
| 6M | -9.6% | -0.5% | -9.1% | -9.8% |
| YTD | -0.6% | +2.7% | -3.3% | -2.1% |
| 1Y | +18.7% | +3.1% | +15.6% | +16.6% |
| 3Y | -7.6% | +8.0% | -15.5% | -15.3% |
| 5Y | +34.1% | -37.8% | +71.9% | +56.5% |
| All | +34.1% | -37.5% | +71.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling