-47.7%
SNAP vs CRL
+38.0%
-85.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.3% |
| 7D | +0.7% | -1.0% | +1.8% | +1.2% |
| 30D | +2.6% | +10.7% | -8.0% | -1.8% |
| 3M | -9.9% | +55.3% | -65.2% | -26.7% |
| 6M | +1.9% | +60.7% | -58.8% | -19.1% |
| YTD | -32.2% | +44.6% | -76.8% | -43.5% |
| 1Y | -22.8% | +77.7% | -100.6% | -41.4% |
| All | -47.7% | +38.0% | -85.7% | -58.3% |
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