+67.4%
CL vs SNAP
-77.7%
+145.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.2% |
| 7D | -0.8% | -9.8% | +9.0% | -0.7% |
| 30D | +9.5% | -18.2% | +27.8% | +9.7% |
| 3M | +6.8% | -3.1% | +9.9% | +6.7% |
| 6M | +14.3% | -7.1% | +21.4% | +14.2% |
| YTD | +27.0% | -33.8% | +60.8% | +27.3% |
| 1Y | +26.3% | -39.0% | +65.3% | +26.7% |
| 3Y | +39.3% | -52.8% | +92.1% | +39.1% |
| 5Y | +41.5% | -90.0% | +131.5% | +44.7% |
| All | +67.4% | -77.7% | +145.1% | +51.2% |
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