+1,660.2%
SNPS vs CNI
+6,541.6%
-4,881.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -11.0% | -2.1% | -8.9% | -10.1% |
| 30D | -1.7% | -3.3% | +1.5% | -0.3% |
| 3M | -20.4% | +3.8% | -24.2% | -22.0% |
| 6M | -8.6% | +12.7% | -21.3% | -14.1% |
| YTD | -16.2% | +26.3% | -42.4% | -25.4% |
| 1Y | -34.6% | +29.9% | -64.5% | -42.5% |
| 3Y | -14.5% | +15.9% | -30.4% | -21.5% |
| 5Y | +17.0% | +6.9% | +10.0% | +10.9% |
| 10Y | +560.0% | +126.8% | +433.2% | +348.4% |
| All | +1,660.2% | +6,541.6% | -4,881.4% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling