+67.2%
CL vs SNAP
-78.3%
+145.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +9.5% | -19.6% | +29.0% | +9.7% |
| 3M | +6.6% | +0.4% | +6.3% | +6.6% |
| 6M | +13.2% | -5.9% | +19.2% | +13.2% |
| YTD | +26.9% | -35.3% | +62.2% | +27.2% |
| 1Y | +27.6% | -42.6% | +70.2% | +28.1% |
| 3Y | +39.1% | -53.9% | +93.0% | +39.0% |
| 5Y | +41.3% | -90.3% | +131.6% | +44.5% |
| All | +67.2% | -78.3% | +145.4% | +51.1% |
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