+914.2%
CLS vs SN
+681.9%
+232.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +6.7% |
| 7D | -10.6% | +7.6% | -18.2% | -13.1% |
| 30D | -38.4% | +24.1% | -62.5% | -43.7% |
| 3M | -29.9% | +23.7% | -53.6% | -36.0% |
| 6M | -40.6% | +105.5% | -146.2% | -56.4% |
| YTD | -24.6% | +105.1% | -129.7% | -44.8% |
| 1Y | -30.8% | +148.3% | -179.1% | -52.9% |
| 3Y | +811.7% | +438.7% | +373.1% | +446.7% |
| All | +914.2% | +681.9% | +232.3% | +501.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling