-53.9%
CCL vs SNAP
-77.4%
+23.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -20.0% | +1.9% | -21.8% | -20.5% |
| 3M | -13.7% | -3.9% | -9.8% | -13.7% |
| 6M | -9.0% | +5.2% | -14.3% | -11.4% |
| YTD | -22.8% | -32.7% | +9.9% | -17.6% |
| 1Y | -25.3% | -24.8% | -0.5% | -22.6% |
| 3Y | +54.1% | -42.2% | +96.2% | +58.8% |
| 5Y | +3.5% | -92.7% | +96.2% | +37.0% |
| All | -53.9% | -77.4% | +23.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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