-38.4%
CCL vs SNAP
-79.0%
+40.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.8% |
| 7D | +3.1% | -7.3% | +10.4% | +4.7% |
| 30D | +17.5% | -18.9% | +36.5% | +22.8% |
| 3M | +6.8% | -5.3% | +12.1% | +7.4% |
| 6M | +18.7% | -16.9% | +35.7% | +22.0% |
| YTD | +3.0% | -37.4% | +40.5% | +11.4% |
| 1Y | +17.7% | -38.5% | +56.2% | +27.5% |
| 3Y | +155.6% | -55.1% | +210.7% | +177.3% |
| 5Y | +30.2% | -90.8% | +121.0% | +67.8% |
| All | -38.4% | -79.0% | +40.6% | -45.4% |
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