+110.9%
SNOW vs CLF
-14.9%
+125.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.7% |
| 7D | +2.8% | +7.6% | -4.8% | +1.6% |
| 30D | +6.4% | -1.2% | +7.6% | +6.4% |
| 3M | +38.1% | -13.4% | +51.5% | +40.4% |
| 6M | +100.4% | +15.4% | +85.0% | +92.9% |
| YTD | +53.7% | -5.9% | +59.6% | +51.4% |
| 1Y | +52.0% | +18.8% | +33.1% | +40.2% |
| All | +110.9% | -14.9% | +125.8% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling