+7.9%
SNOW vs CLF
-47.7%
+55.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.8% |
| 7D | +2.8% | +7.6% | -4.8% | +1.1% |
| 30D | +6.4% | -1.2% | +7.6% | +6.4% |
| 3M | +38.1% | -13.4% | +51.5% | +40.7% |
| 6M | +100.4% | +15.4% | +85.0% | +89.9% |
| YTD | +53.7% | -5.9% | +59.6% | +50.0% |
| 1Y | +52.0% | +18.8% | +33.1% | +36.9% |
| 3Y | +114.7% | -19.4% | +134.1% | +99.0% |
| All | +7.9% | -47.7% | +55.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling