+3.5%
CCL vs SNPS
+16.7%
-13.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -0.1% | -5.5% | +5.4% | +2.2% |
| 30D | -20.0% | -5.8% | -14.2% | -18.6% |
| 3M | -13.7% | -17.2% | +3.5% | -7.4% |
| 6M | -9.0% | -10.4% | +1.4% | -6.9% |
| YTD | -22.8% | -16.5% | -6.3% | -19.4% |
| 1Y | -25.3% | -35.6% | +10.3% | -17.2% |
| 3Y | +54.1% | -14.6% | +68.7% | +30.1% |
| 5Y | +3.5% | +16.5% | -13.0% | -32.0% |
| All | +3.5% | +16.7% | -13.3% | -32.0% |
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