+64.9%
CL vs SNAP
-79.3%
+144.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | +1.3% | -7.1% | +8.4% | +1.4% |
| 30D | +11.4% | -14.6% | +26.0% | +11.5% |
| 3M | +4.4% | -5.0% | +9.4% | +4.4% |
| 6M | +10.8% | -18.8% | +29.6% | +10.9% |
| YTD | +25.1% | -38.5% | +63.7% | +25.5% |
| 1Y | +28.0% | -38.1% | +66.0% | +28.3% |
| 3Y | +37.6% | -53.8% | +91.4% | +37.4% |
| 5Y | +39.7% | -90.7% | +130.4% | +42.9% |
| All | +64.9% | -79.3% | +144.2% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling