-67.5%
SNAP vs CLBK
+62.9%
-130.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.0% |
| 7D | -7.3% | +1.8% | -9.1% | -7.9% |
| 30D | -18.9% | +5.1% | -24.0% | -20.5% |
| 3M | -5.3% | +5.2% | -10.4% | -7.4% |
| 6M | -16.9% | +28.6% | -45.5% | -25.4% |
| YTD | -37.4% | +61.4% | -98.8% | -48.9% |
| 1Y | -38.5% | +64.7% | -103.2% | -50.3% |
| 3Y | -55.1% | +55.1% | -110.2% | -63.9% |
| 5Y | -90.8% | +28.4% | -119.2% | -92.4% |
| All | -67.5% | +62.9% | -130.4% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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