-79.4%
SNAP vs CRL
+304.7%
-384.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | -0.7% |
| 7D | -7.3% | +4.4% | -11.7% | -10.0% |
| 30D | -18.9% | +17.1% | -36.0% | -26.7% |
| 3M | -5.3% | +32.1% | -37.3% | -20.4% |
| 6M | -16.9% | +98.9% | -115.9% | -46.2% |
| YTD | -37.4% | +77.1% | -114.6% | -56.9% |
| 1Y | -38.5% | +110.3% | -148.7% | -61.8% |
| 3Y | -55.1% | +108.5% | -163.6% | -74.6% |
| 5Y | -90.8% | -7.9% | -82.9% | -91.4% |
| All | -79.4% | +304.7% | -384.1% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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