-26.8%
CLS vs SN
+140.1%
-166.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | +3.5% | -0.7% | +1.6% |
| 30D | -30.1% | +19.4% | -49.5% | -35.1% |
| 3M | -21.7% | +20.9% | -42.6% | -27.7% |
| 6M | -36.2% | +111.1% | -147.4% | -56.7% |
| YTD | -17.8% | +102.8% | -120.6% | -45.4% |
| 1Y | -26.8% | +146.2% | -173.0% | -54.6% |
| All | -26.8% | +140.1% | -166.9% | -54.6% |
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