-53.2%
CCL vs SNAP
-77.2%
+24.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +1.0% |
| 7D | -5.0% | +0.7% | -5.8% | -5.3% |
| 30D | -20.3% | +2.6% | -23.0% | -21.0% |
| 3M | -15.1% | -9.9% | -5.3% | -14.0% |
| 6M | -15.1% | +1.9% | -17.0% | -16.7% |
| YTD | -21.8% | -32.2% | +10.4% | -16.6% |
| 1Y | -24.8% | -22.8% | -1.9% | -22.5% |
| 3Y | +51.9% | -47.6% | +99.5% | +59.5% |
| 5Y | +4.0% | -92.7% | +96.8% | +37.8% |
| All | -53.2% | -77.2% | +24.0% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling