-18.8%
SNAP vs CLX
+16.7%
-35.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.7% |
| 7D | -7.1% | +13.6% | -20.7% | -12.5% |
| 30D | -14.6% | +23.4% | -38.0% | -22.9% |
| 3M | -5.0% | -2.8% | -2.1% | -3.6% |
| 6M | -18.8% | +14.0% | -32.8% | -22.7% |
| All | -18.8% | +16.7% | -35.6% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling