-22.7%
SNOW vs CLS
+1,902.9%
-1,925.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.9% | -2.3% | +3.3% |
| 7D | +0.2% | -10.6% | +10.7% | +3.1% |
| 30D | -21.1% | -38.4% | +17.4% | -10.4% |
| 3M | -11.9% | -29.9% | +18.0% | -4.2% |
| 6M | +91.0% | -40.6% | +131.6% | +110.4% |
| YTD | +32.7% | -24.6% | +57.3% | +29.6% |
| 1Y | +10.8% | -30.8% | +41.6% | +9.0% |
| 3Y | +86.2% | +811.7% | -725.5% | -52.9% |
| 5Y | -22.7% | +1,838.4% | -1,861.1% | -88.7% |
| All | -22.7% | +1,902.9% | -1,925.6% | -88.7% |
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