+8.6%
SNOW vs CLF
+76.9%
-68.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | -9.9% | -19.6% | +9.7% | -6.3% |
| 30D | -17.1% | -5.0% | -12.1% | -16.6% |
| 3M | -13.2% | -6.3% | -6.9% | -12.9% |
| 6M | +97.4% | +2.8% | +94.6% | +92.4% |
| YTD | +25.8% | -13.7% | +39.5% | +24.4% |
| 1Y | +4.2% | +13.6% | -9.4% | -2.7% |
| 3Y | +91.3% | -34.0% | +125.3% | +86.2% |
| 5Y | -24.4% | -48.7% | +24.4% | -24.8% |
| All | +8.6% | +76.9% | -68.2% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling