+155.6%
CCL vs SNPS
-7.7%
+163.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.1% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +17.5% | -8.4% | +26.0% | +20.3% |
| 3M | +6.8% | +12.3% | -5.4% | +2.5% |
| 6M | +18.7% | -9.6% | +28.3% | +20.8% |
| YTD | +3.0% | -0.6% | +3.6% | +0.6% |
| 1Y | +17.7% | +18.7% | -1.0% | +8.5% |
| 3Y | +155.6% | -7.6% | +163.2% | +132.7% |
| All | +155.6% | -7.7% | +163.3% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling