+40.7%
CL vs SN
+384.9%
-344.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +5.9% | +3.8% | +2.1% | +5.8% |
| 30D | +13.8% | +17.5% | -3.8% | +13.1% |
| 3M | +6.4% | +19.2% | -12.8% | +5.7% |
| 6M | +15.6% | +84.9% | -69.3% | +13.5% |
| YTD | +27.9% | +94.0% | -66.2% | +25.4% |
| 1Y | +31.4% | +151.3% | -119.9% | +28.4% |
| All | +40.7% | +384.9% | -344.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling