-17.5%
CLF vs SNAP
-46.7%
+29.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.8% |
| 7D | +7.6% | +0.7% | +6.8% | +7.3% |
| 30D | -1.2% | +2.6% | -3.8% | -2.3% |
| 3M | -13.4% | -9.9% | -3.5% | -12.0% |
| 6M | +15.4% | +1.9% | +13.6% | +13.0% |
| YTD | -5.9% | -32.2% | +26.3% | +1.3% |
| 1Y | +18.8% | -22.8% | +41.7% | +23.4% |
| All | -17.5% | -46.7% | +29.2% | -16.1% |
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