-78.7%
SNAP vs CCJ
+588.7%
-667.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.2% |
| 7D | +2.6% | +5.0% | -2.5% | +0.9% |
| 30D | -19.6% | -16.7% | -2.9% | -14.9% |
| 3M | +0.4% | -27.5% | +27.9% | +10.4% |
| 6M | -5.9% | -38.6% | +32.7% | +8.2% |
| YTD | -35.3% | -21.5% | -13.8% | -31.9% |
| 1Y | -42.6% | -22.3% | -20.3% | -39.5% |
| 3Y | -53.9% | +69.9% | -123.8% | -65.2% |
| 5Y | -90.3% | +163.6% | -253.9% | -94.0% |
| All | -78.7% | +588.7% | -667.3% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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