+67.3%
CL vs SNAP
-79.0%
+146.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.4% |
| 7D | +0.5% | -7.3% | +7.9% | +0.6% |
| 30D | +11.6% | -18.9% | +30.5% | +11.8% |
| 3M | +5.6% | -5.3% | +10.9% | +5.6% |
| 6M | +13.2% | -16.9% | +30.1% | +13.2% |
| YTD | +26.9% | -37.4% | +64.3% | +27.3% |
| 1Y | +27.3% | -38.5% | +65.8% | +27.7% |
| 3Y | +39.7% | -55.1% | +94.8% | +39.6% |
| 5Y | +41.3% | -90.8% | +132.1% | +44.7% |
| All | +67.3% | -79.0% | +146.2% | +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