-41.5%
CLF vs SNAP
-90.0%
+48.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +0.9% |
| 7D | +2.3% | -9.8% | +12.1% | +4.5% |
| 30D | +1.9% | -18.2% | +20.2% | +5.6% |
| 3M | +5.9% | -3.1% | +9.0% | +5.7% |
| 6M | +16.9% | -7.1% | +24.0% | +17.0% |
| YTD | -1.1% | -33.8% | +32.8% | +4.4% |
| 1Y | +28.8% | -39.0% | +67.9% | +37.9% |
| 3Y | -20.6% | -52.8% | +32.2% | -16.0% |
| 5Y | -41.5% | -90.0% | +48.5% | -29.6% |
| All | -41.5% | -90.0% | +48.5% | -29.6% |
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 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