-35.1%
CLF vs SNAP
-52.6%
+17.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.0% | +1.8% | -8.7% |
| 7D | -21.0% | -10.4% | -10.6% | -18.8% |
| 30D | -8.0% | -11.9% | +3.9% | -5.3% |
| 3M | -10.9% | -4.5% | -6.4% | -10.8% |
| 6M | +5.8% | -16.7% | +22.5% | +8.9% |
| YTD | -15.1% | -36.9% | +21.8% | -7.6% |
| 1Y | +7.2% | -30.3% | +37.5% | +13.4% |
| All | -35.1% | -52.6% | +17.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling