-11.6%
SNPS vs CLF
-19.9%
+8.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.7% |
| 30D | -8.0% | +1.9% | -10.0% | -8.7% |
| 3M | +12.5% | +5.9% | +6.6% | +10.5% |
| 6M | -10.5% | +16.9% | -27.4% | -14.4% |
| YTD | -1.6% | -1.1% | -0.6% | -4.9% |
| 1Y | +16.8% | +28.8% | -12.0% | +7.4% |
| All | -11.6% | -19.9% | +8.3% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling