-34.6%
SNPS vs CNI
+29.8%
-64.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | -2.1% | -8.9% | -10.9% |
| 30D | -1.7% | -3.3% | +1.5% | -1.5% |
| 3M | -20.4% | +3.8% | -24.2% | -20.8% |
| 6M | -8.6% | +12.7% | -21.3% | -10.8% |
| YTD | -16.2% | +26.3% | -42.4% | -21.1% |
| 1Y | -34.6% | +29.9% | -64.5% | -39.1% |
| All | -34.6% | +29.8% | -64.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling