+2,014.6%
SNPS vs CCI
+905.5%
+1,109.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.0% |
| 7D | -11.0% | -0.4% | -10.6% | -10.9% |
| 30D | -1.7% | +2.7% | -4.4% | -2.3% |
| 3M | -20.4% | -18.2% | -2.1% | -17.3% |
| 6M | -8.6% | -14.8% | +6.2% | -6.2% |
| YTD | -16.2% | -12.6% | -3.6% | -14.7% |
| 1Y | -34.6% | -16.7% | -17.8% | -32.9% |
| 3Y | -14.5% | -10.5% | -4.0% | -15.1% |
| 5Y | +17.0% | -51.4% | +68.4% | +31.8% |
| 10Y | +560.0% | +20.0% | +540.0% | +519.0% |
| All | +2,014.6% | +905.5% | +1,109.1% | +1,131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling