+17.9%
SNPS vs CNI
+10.3%
+7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | -5.5% | +0.9% | -6.3% | -5.9% |
| 30D | -4.5% | -2.1% | -2.4% | -3.5% |
| 3M | -15.5% | +1.8% | -17.3% | -16.7% |
| 6M | -10.1% | +14.8% | -24.9% | -17.7% |
| YTD | -16.3% | +25.4% | -41.7% | -27.8% |
| 1Y | -34.9% | +32.9% | -67.9% | -45.9% |
| 3Y | -14.4% | +20.2% | -34.5% | -26.1% |
| 5Y | +17.9% | +12.2% | +5.7% | +5.0% |
| All | +17.9% | +10.3% | +7.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling