+27.8%
CLS vs SN
+46.9%
-19.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | +4.6% | -9.3% | +13.9% | +8.9% |
| 30D | -13.9% | -4.8% | -9.1% | -12.2% |
| 3M | -26.6% | +40.4% | -67.0% | -37.7% |
| 6M | +15.4% | +50.9% | -35.5% | -7.4% |
| YTD | +5.7% | +54.9% | -49.3% | -16.8% |
| All | +27.8% | +46.9% | -19.1% | +1.9% |
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 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