+68.5%
CL vs SNAP
-78.8%
+147.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.0% | +13.9% | +0.1% |
| 7D | +5.9% | -10.4% | +16.3% | +6.0% |
| 30D | +13.8% | -11.9% | +25.7% | +13.9% |
| 3M | +6.4% | -4.5% | +10.9% | +6.4% |
| 6M | +15.6% | -16.7% | +32.3% | +15.7% |
| YTD | +27.9% | -36.9% | +64.8% | +28.2% |
| 1Y | +31.4% | -30.3% | +61.7% | +31.6% |
| 3Y | +41.4% | -52.5% | +93.9% | +41.2% |
| 5Y | +42.8% | -90.4% | +133.2% | +46.0% |
| All | +68.5% | -78.8% | +147.3% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling