-92.8%
SNAP vs CLX
-34.6%
-58.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.1% |
| 7D | +0.7% | -9.2% | +10.0% | 0.0% |
| 30D | +2.6% | -11.0% | +13.7% | +1.7% |
| 3M | -9.9% | +5.0% | -14.9% | -9.1% |
| 6M | +1.9% | -18.8% | +20.7% | -1.2% |
| YTD | -32.2% | -4.4% | -27.8% | -32.3% |
| 1Y | -22.8% | -21.9% | -1.0% | -25.1% |
| 3Y | -47.6% | -32.8% | -14.8% | -50.8% |
| All | -92.8% | -34.6% | -58.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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