+14.7%
SNOW vs CLF
+89.2%
-74.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.4% | +4.2% |
| 7D | +0.2% | -14.1% | +14.2% | +2.9% |
| 30D | -21.1% | -5.5% | -15.5% | -20.5% |
| 3M | -11.9% | 0.0% | -11.9% | -12.6% |
| 6M | +91.0% | +11.3% | +79.7% | +83.6% |
| YTD | +32.7% | -7.7% | +40.4% | +29.7% |
| 1Y | +10.8% | +17.5% | -6.8% | +2.8% |
| 3Y | +86.2% | -25.4% | +111.6% | +77.0% |
| 5Y | -22.7% | -46.0% | +23.3% | -24.0% |
| All | +14.7% | +89.2% | -74.5% | -11.0% |
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