+20.2%
CLF vs SNAP
-22.3%
+42.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.9% | -15.1% | -10.4% |
| 7D | -7.9% | -0.7% | -7.2% | -7.9% |
| 30D | +5.2% | +5.5% | -0.3% | +3.5% |
| 3M | +4.3% | +2.2% | +2.1% | +2.6% |
| 6M | +25.3% | -4.1% | +29.3% | +25.4% |
| YTD | -3.3% | -26.6% | +23.3% | -5.8% |
| 1Y | +20.2% | -20.7% | +41.0% | +16.0% |
| All | +20.2% | -22.3% | +42.5% | +16.0% |
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