+30.2%
CCL vs SNPS
+36.0%
-5.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.6% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +17.5% | -8.4% | +26.0% | +21.7% |
| 3M | +6.8% | +12.3% | -5.4% | -0.1% |
| 6M | +18.7% | -9.6% | +28.3% | +21.3% |
| YTD | +3.0% | -0.6% | +3.6% | -1.0% |
| 1Y | +17.7% | +18.7% | -1.0% | +3.3% |
| 3Y | +155.6% | -7.6% | +163.2% | +111.9% |
| 5Y | +30.2% | +34.1% | -3.9% | -25.3% |
| All | +30.2% | +36.0% | -5.8% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling