-79.4%
SNAP vs CCJ
+623.1%
-702.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | 0.0% |
| 7D | -7.3% | +2.7% | -10.1% | -8.1% |
| 30D | -18.9% | -14.4% | -4.5% | -15.0% |
| 3M | -5.3% | -22.6% | +17.4% | +2.1% |
| 6M | -16.9% | -35.4% | +18.5% | -6.0% |
| YTD | -37.4% | -17.6% | -19.8% | -35.1% |
| 1Y | -38.5% | -18.1% | -20.3% | -36.3% |
| 3Y | -55.1% | +79.6% | -134.6% | -66.7% |
| 5Y | -90.8% | +175.3% | -266.1% | -94.4% |
| All | -79.4% | +623.1% | -702.5% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling