+66.7%
SNXX vs CPB
-10.9%
+77.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.9% | -21.7% | -4.5% |
| 7D | -47.8% | +13.0% | -60.8% | -31.8% |
| 30D | -66.0% | +20.5% | -86.5% | -48.7% |
| 3M | -57.5% | +2.2% | -59.7% | -51.6% |
| 6M | -66.7% | +15.4% | -82.1% | -47.2% |
| All | +66.7% | -10.9% | +77.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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