+572.1%
SNPS vs CNI
+136.1%
+436.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.0% |
| 30D | -3.3% | -3.5% | +0.2% | -1.5% |
| 3M | -13.8% | +2.2% | -16.0% | -15.3% |
| 6M | -8.2% | +15.1% | -23.3% | -16.2% |
| YTD | -15.4% | +24.7% | -40.1% | -26.9% |
| 1Y | +2.4% | +33.4% | -31.0% | -15.3% |
| 3Y | -13.5% | +19.5% | -33.0% | -24.6% |
| 5Y | +19.5% | +12.6% | +6.9% | +7.2% |
| All | +572.1% | +136.1% | +436.1% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling