-79.7%
SNAP vs CRL
+286.6%
-366.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.8% | -10.4% | -6.8% |
| 7D | -7.1% | -6.1% | -1.0% | -4.6% |
| 30D | -14.6% | +12.4% | -27.0% | -21.0% |
| 3M | -5.0% | +27.1% | -32.1% | -18.5% |
| 6M | -18.8% | +85.7% | -104.5% | -45.4% |
| YTD | -38.5% | +69.2% | -107.7% | -56.6% |
| 1Y | -38.1% | +97.5% | -135.6% | -60.2% |
| 3Y | -53.8% | +86.1% | -139.9% | -72.0% |
| 5Y | -90.7% | -10.0% | -80.6% | -91.1% |
| All | -79.7% | +286.6% | -366.4% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling