+30.6%
CLF vs SNAP
-79.0%
+109.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.2% | +6.7% |
| 7D | -14.1% | -7.3% | -6.7% | -12.9% |
| 30D | -5.5% | -18.9% | +13.4% | -2.1% |
| 3M | 0.0% | -5.3% | +5.3% | +0.3% |
| 6M | +11.3% | -16.9% | +28.2% | +13.6% |
| YTD | -7.7% | -37.4% | +29.7% | -1.6% |
| 1Y | +17.5% | -38.5% | +56.0% | +25.5% |
| 3Y | -25.4% | -55.1% | +29.6% | -20.3% |
| 5Y | -46.0% | -90.8% | +44.8% | -33.3% |
| All | +30.6% | -79.0% | +109.6% | +13.6% |
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