-35.3%
CLS vs SN
+143.5%
-178.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.9% | +4.9% | +6.7% |
| 7D | -10.6% | +7.6% | -18.2% | -13.0% |
| 30D | -38.4% | +24.1% | -62.5% | -43.8% |
| 3M | -29.9% | +23.7% | -53.6% | -36.0% |
| 6M | -40.6% | +105.5% | -146.2% | -59.1% |
| YTD | -24.6% | +105.1% | -129.7% | -50.4% |
| All | -35.3% | +143.5% | -178.8% | -60.2% |
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