+33.9%
CCL vs SNAP
-90.3%
+124.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | -1.2% | +6.0% | -7.2% | -2.8% |
| 30D | +13.1% | -13.8% | +26.9% | +17.2% |
| 3M | +3.4% | -0.8% | +4.1% | +2.7% |
| 6M | +18.7% | -6.2% | +25.0% | +18.5% |
| YTD | -2.3% | -34.8% | +32.6% | +6.0% |
| 1Y | +14.2% | -38.7% | +52.9% | +25.7% |
| 3Y | +133.6% | -53.5% | +187.0% | +151.9% |
| All | +33.9% | -90.3% | +124.1% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling