-33.8%
CCL vs SNPS
+647.5%
-681.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -0.3% | +5.1% | -5.4% | -2.6% |
| 30D | +10.3% | -6.4% | +16.8% | +13.5% |
| 3M | +6.6% | +12.2% | -5.6% | -1.0% |
| 6M | +20.0% | -9.8% | +29.9% | +22.6% |
| YTD | -1.9% | -1.5% | -0.4% | -5.8% |
| 1Y | +10.4% | +16.0% | -5.6% | -2.8% |
| 3Y | +134.8% | -10.8% | +145.6% | +104.9% |
| 5Y | +34.0% | +33.3% | +0.7% | -10.5% |
| All | -33.8% | +647.5% | -681.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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