+32.1%
SNOW vs CLF
+89.7%
-57.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +4.9% | +6.5% | -1.6% | +3.5% |
| 30D | +1.5% | +0.2% | +1.3% | +1.2% |
| 3M | +39.5% | -3.1% | +42.6% | +38.8% |
| 6M | +85.9% | +25.0% | +60.9% | +74.7% |
| YTD | +52.9% | -7.5% | +60.4% | +50.2% |
| 1Y | +48.1% | +11.5% | +36.6% | +37.5% |
| 3Y | +102.2% | -13.7% | +115.9% | +86.6% |
| 5Y | +5.5% | -47.0% | +52.5% | +4.1% |
| All | +32.1% | +89.7% | -57.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling