+18.8%
CLF vs SNAP
-24.3%
+43.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.0% |
| 7D | +7.6% | +0.7% | +6.8% | +7.3% |
| 30D | -1.2% | +2.6% | -3.8% | -2.5% |
| 3M | -13.4% | -9.9% | -3.5% | -11.1% |
| 6M | +15.4% | +1.9% | +13.6% | +13.7% |
| YTD | -5.9% | -32.2% | +26.3% | +2.8% |
| 1Y | +18.8% | -22.8% | +41.7% | +26.9% |
| All | +18.8% | -24.3% | +43.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling