+848.2%
CLS vs SN
+441.3%
+406.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | +3.5% | -0.7% | +1.3% |
| 30D | -30.1% | +19.4% | -49.5% | -36.0% |
| 3M | -21.7% | +20.9% | -42.6% | -29.2% |
| 6M | -36.2% | +111.1% | -147.4% | -56.9% |
| YTD | -17.8% | +102.8% | -120.6% | -43.7% |
| 1Y | -26.8% | +146.2% | -173.0% | -54.5% |
| All | +848.2% | +441.3% | +406.9% | +356.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling