-51.4%
CLF vs SNAP
-90.7%
+39.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +2.2% |
| 7D | -19.6% | -7.1% | -12.5% | -18.5% |
| 30D | -5.0% | -14.6% | +9.7% | -2.3% |
| 3M | -6.3% | -5.0% | -1.3% | -6.1% |
| 6M | +2.8% | -18.8% | +21.6% | +5.5% |
| YTD | -13.7% | -38.5% | +24.8% | -7.6% |
| 1Y | +13.6% | -38.1% | +51.7% | +21.3% |
| 3Y | -34.0% | -53.8% | +19.8% | -29.7% |
| All | -51.4% | -90.7% | +39.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling