+11.2%
SNPS vs CLF
+8.0%
+3.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.2% | +7.3% | -3.1% |
| 7D | -10.2% | -21.0% | +10.8% | -7.2% |
| 30D | -12.8% | -8.0% | -4.8% | -11.9% |
| 3M | +9.9% | -10.9% | +20.8% | +11.0% |
| 6M | -12.4% | +5.8% | -18.2% | -13.9% |
| YTD | -6.3% | -15.1% | +8.9% | -9.6% |
| All | +11.2% | +8.0% | +3.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling