+39.7%
CL vs SN
+647.0%
-607.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +3.1% |
| 7D | +7.7% | +10.6% | -2.9% | +7.3% |
| 30D | +15.2% | +20.0% | -4.8% | +14.5% |
| 3M | +7.3% | +30.4% | -23.0% | +6.4% |
| 6M | +17.0% | +91.0% | -74.0% | +14.8% |
| YTD | +28.0% | +95.9% | -68.0% | +25.4% |
| 1Y | +32.1% | +158.9% | -126.8% | +28.8% |
| 3Y | +41.5% | +391.8% | -350.3% | +34.4% |
| All | +39.7% | +647.0% | -607.2% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling