-25.6%
SNOW vs CLF
-51.2%
+25.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | -9.9% | -19.6% | +9.7% | -5.8% |
| 30D | -17.1% | -5.0% | -12.1% | -16.5% |
| 3M | -13.2% | -6.3% | -6.9% | -12.8% |
| 6M | +97.4% | +2.8% | +94.6% | +91.5% |
| YTD | +25.8% | -13.7% | +39.5% | +24.2% |
| 1Y | +4.2% | +13.6% | -9.4% | -4.1% |
| 3Y | +91.3% | -34.0% | +125.3% | +86.6% |
| All | -25.6% | -51.2% | +25.6% | -21.3% |
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