-23.4%
CLF vs SNAP
-53.6%
+30.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +10.4% | +6.0% | +4.3% | +8.7% |
| 30D | +0.6% | -13.8% | +14.3% | +4.0% |
| 3M | +4.1% | -0.8% | +4.9% | +3.2% |
| 6M | +15.1% | -6.2% | +21.3% | +14.8% |
| YTD | -4.7% | -34.8% | +30.1% | +2.8% |
| 1Y | +20.4% | -38.7% | +59.1% | +31.7% |
| 3Y | -23.4% | -53.5% | +30.1% | -22.7% |
| All | -23.4% | -53.6% | +30.2% | -22.7% |
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