+5.5%
SNOW vs CLS
+3,459.5%
-3,454.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -2.0% |
| 7D | +4.9% | +12.8% | -7.9% | +1.7% |
| 30D | +1.5% | +3.8% | -2.3% | +0.2% |
| 3M | +39.5% | -14.6% | +54.2% | +42.3% |
| 6M | +85.9% | +32.2% | +53.7% | +58.8% |
| YTD | +52.9% | +11.6% | +41.3% | +35.9% |
| 1Y | +48.1% | +35.1% | +13.1% | +18.7% |
| 3Y | +102.2% | +1,312.5% | -1,210.4% | -51.0% |
| 5Y | +5.5% | +3,542.1% | -3,536.6% | -84.8% |
| All | +5.5% | +3,459.5% | -3,454.1% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling