-40.9%
CCL vs SNAP
-79.3%
+38.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.0% |
| 7D | +3.1% | -7.1% | +10.2% | +4.8% |
| 30D | +13.7% | -14.6% | +28.3% | +17.4% |
| 3M | +3.8% | -5.0% | +8.8% | +4.3% |
| 6M | +9.3% | -18.8% | +28.1% | +12.8% |
| YTD | -1.1% | -38.5% | +37.5% | +7.4% |
| 1Y | +14.6% | -38.1% | +52.6% | +23.9% |
| 3Y | +146.4% | -53.8% | +200.2% | +165.8% |
| 5Y | +21.9% | -90.7% | +112.5% | +56.9% |
| All | -40.9% | -79.3% | +38.5% | -47.4% |
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 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