-29.6%
CLS vs SN
+156.5%
-186.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.1% | -13.2% | -10.5% |
| 7D | -21.1% | +10.6% | -31.8% | -24.4% |
| 30D | -38.2% | +20.0% | -58.2% | -42.9% |
| 3M | -36.3% | +30.4% | -66.7% | -43.6% |
| 6M | -43.8% | +91.0% | -134.8% | -59.5% |
| YTD | -20.0% | +95.9% | -116.0% | -45.5% |
| 1Y | -29.6% | +158.9% | -188.5% | -57.1% |
| All | -29.6% | +156.5% | -186.1% | -57.1% |
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 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