+14.6%
SNOW vs CLS
+3,201.4%
-3,186.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.1% |
| 7D | +5.5% | +16.3% | -10.8% | +1.1% |
| 30D | -13.2% | -25.7% | +12.5% | -6.6% |
| 3M | -13.7% | -30.9% | +17.1% | -6.0% |
| 6M | +91.0% | -35.5% | +126.5% | +105.1% |
| YTD | +32.7% | -18.7% | +51.4% | +27.2% |
| 1Y | +13.3% | -17.9% | +31.2% | +6.1% |
| 3Y | +83.4% | +838.1% | -754.7% | -43.9% |
| 5Y | -24.7% | +1,971.9% | -1,996.6% | -84.9% |
| All | +14.6% | +3,201.4% | -3,186.8% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling