+30.5%
SNOW vs CLS
+4,482.4%
-4,451.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +8.4% | +20.1% | -11.7% | +3.3% |
| 30D | -1.0% | +6.0% | -7.0% | -2.8% |
| 3M | +38.3% | -10.3% | +48.6% | +39.2% |
| 6M | +81.3% | +24.5% | +56.8% | +58.6% |
| YTD | +51.1% | +12.9% | +38.3% | +34.2% |
| 1Y | +47.0% | +36.7% | +10.3% | +18.1% |
| 3Y | +99.7% | +1,328.1% | -1,228.3% | -46.1% |
| 5Y | +3.6% | +3,682.3% | -3,678.7% | -82.0% |
| All | +30.5% | +4,482.4% | -4,451.9% | -77.8% |
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