-26.1%
SNOW vs CLF
-42.8%
+16.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.9% |
| 7D | +5.5% | +10.4% | -4.9% | +3.3% |
| 30D | -13.2% | +0.6% | -13.7% | -13.6% |
| 3M | -13.7% | +4.1% | -17.9% | -15.2% |
| 6M | +91.0% | +15.1% | +75.9% | +81.2% |
| YTD | +32.7% | -4.7% | +37.4% | +28.3% |
| 1Y | +13.3% | +20.4% | -7.1% | +3.2% |
| 3Y | +83.4% | -23.4% | +106.7% | +72.5% |
| All | -26.1% | -42.8% | +16.7% | -27.0% |
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 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