+32.8%
SNOW vs CLS
+4,190.5%
-4,157.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +2.8% | +4.6% | -1.8% | +1.8% |
| 30D | +6.4% | -13.9% | +20.3% | +10.2% |
| 3M | +38.1% | -26.6% | +64.7% | +46.7% |
| 6M | +100.4% | +15.4% | +85.0% | +78.8% |
| YTD | +53.7% | +5.7% | +48.0% | +39.1% |
| 1Y | +52.0% | +41.1% | +10.8% | +19.9% |
| 3Y | +114.7% | +1,228.6% | -1,113.9% | -40.8% |
| 5Y | +8.8% | +3,240.6% | -3,231.9% | -80.5% |
| All | +32.8% | +4,190.5% | -4,157.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling