+20.1%
CLF vs SNAP
-78.8%
+98.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.0% | +1.8% | -9.7% |
| 7D | -21.0% | -10.4% | -10.6% | -19.4% |
| 30D | -8.0% | -11.9% | +3.9% | -6.1% |
| 3M | -10.9% | -4.5% | -6.4% | -10.8% |
| 6M | +5.8% | -16.7% | +22.5% | +8.0% |
| YTD | -15.1% | -36.9% | +21.8% | -9.7% |
| 1Y | +7.2% | -30.3% | +37.5% | +11.8% |
| 3Y | -34.2% | -52.5% | +18.3% | -30.3% |
| 5Y | -49.6% | -90.4% | +40.8% | -38.2% |
| All | +20.1% | -78.8% | +98.9% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling