+18.6%
SNOW vs CLS
+3,236.8%
-3,218.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | -0.5% |
| 7D | +3.7% | +2.8% | +0.9% | +2.8% |
| 30D | -16.4% | -30.1% | +13.7% | -8.6% |
| 3M | -9.9% | -21.7% | +11.9% | -5.1% |
| 6M | +98.8% | -36.2% | +135.1% | +114.5% |
| YTD | +37.3% | -17.8% | +55.1% | +31.3% |
| 1Y | +11.0% | -26.8% | +37.8% | +8.3% |
| 3Y | +87.8% | +853.4% | -765.6% | -42.8% |
| 5Y | -18.4% | +2,005.0% | -2,023.4% | -83.7% |
| All | +18.6% | +3,236.8% | -3,218.2% | -78.2% |
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