+404.4%
SNXX vs CPB
-19.8%
+424.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -15.6% |
| 7D | +16.8% | -5.4% | +22.2% | +6.0% |
| 30D | +65.3% | -7.8% | +73.1% | +43.7% |
| 3M | -34.8% | -6.9% | -27.8% | -31.7% |
| 6M | +255.1% | -12.2% | +267.3% | +240.9% |
| All | +404.4% | -19.8% | +424.1% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling