-65.8%
SNAP vs CLBK
+64.7%
-130.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -5.0% | -1.5% | -3.5% | -4.5% |
| 30D | -0.7% | +6.7% | -7.4% | -3.4% |
| 3M | -5.0% | +21.2% | -26.2% | -12.4% |
| 6M | +3.5% | +42.0% | -38.5% | -10.5% |
| YTD | -34.2% | +63.3% | -97.5% | -46.5% |
| 1Y | -27.1% | +65.4% | -92.4% | -41.3% |
| 3Y | -43.5% | +52.5% | -95.9% | -54.2% |
| 5Y | -92.9% | +42.0% | -134.9% | -94.4% |
| All | -65.8% | +64.7% | -130.6% | -77.7% |
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