-53.5%
SNAP vs CRL
+97.9%
-151.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -13.8% | +11.9% | -25.7% | -18.5% |
| 3M | -0.8% | +20.2% | -20.9% | -9.3% |
| 6M | -6.2% | +107.5% | -113.8% | -34.1% |
| YTD | -34.8% | +69.4% | -104.2% | -49.9% |
| 1Y | -38.7% | +99.7% | -138.4% | -56.2% |
| 3Y | -53.5% | +98.8% | -152.2% | -66.5% |
| All | -53.5% | +97.9% | -151.4% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling