-90.5%
SNAP vs CCJ
+159.0%
-249.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | -13.8% | -13.2% | -0.6% | -9.3% |
| 3M | -0.8% | -27.6% | +26.9% | +10.9% |
| 6M | -6.2% | -38.7% | +32.5% | +10.4% |
| YTD | -34.8% | -22.7% | -12.1% | -30.7% |
| 1Y | -38.7% | -17.6% | -21.1% | -36.7% |
| 3Y | -53.5% | +62.7% | -116.1% | -68.3% |
| All | -90.5% | +159.0% | -249.5% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling