+34.8%
CLF vs SNAP
-78.1%
+112.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +10.4% | +6.0% | +4.3% | +9.2% |
| 30D | +0.6% | -13.8% | +14.3% | +3.0% |
| 3M | +4.1% | -0.8% | +4.9% | +3.5% |
| 6M | +15.1% | -6.2% | +21.3% | +15.0% |
| YTD | -4.7% | -34.8% | +30.1% | +0.7% |
| 1Y | +20.4% | -38.7% | +59.1% | +28.5% |
| 3Y | -23.4% | -53.5% | +30.1% | -18.7% |
| 5Y | -43.3% | -90.2% | +46.9% | -30.8% |
| All | +34.8% | -78.1% | +112.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling