-77.7%
SNAP vs CRL
+230.5%
-308.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.1% |
| 7D | +0.7% | -1.0% | +1.8% | +1.4% |
| 30D | +2.6% | +10.7% | -8.0% | -3.2% |
| 3M | -9.9% | +55.3% | -65.2% | -31.2% |
| 6M | +1.9% | +60.7% | -58.8% | -24.9% |
| YTD | -32.2% | +44.6% | -76.8% | -46.8% |
| 1Y | -22.8% | +77.7% | -100.6% | -47.0% |
| 3Y | -47.6% | +37.6% | -85.2% | -61.3% |
| 5Y | -92.7% | -35.8% | -56.9% | -91.5% |
| All | -77.7% | +230.5% | -308.1% | -91.9% |
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