+26.3%
CL vs SN
+140.1%
-113.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | +3.5% | -4.3% | -1.1% |
| 30D | +9.5% | +19.4% | -9.9% | +7.8% |
| 3M | +6.8% | +20.9% | -14.1% | +4.8% |
| 6M | +14.3% | +111.1% | -96.8% | +7.4% |
| YTD | +27.0% | +102.8% | -75.8% | +19.5% |
| 1Y | +26.3% | +146.2% | -119.9% | +18.2% |
| All | +26.3% | +140.1% | -113.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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