+1,055.7%
CLS vs SN
+650.0%
+405.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +5.7% |
| 7D | +23.5% | +1.4% | +22.1% | +22.9% |
| 30D | -28.9% | +16.6% | -45.5% | -33.4% |
| 3M | -25.2% | +18.3% | -43.4% | -30.6% |
| 6M | -32.1% | +103.1% | -135.2% | -50.0% |
| YTD | -14.1% | +96.7% | -110.8% | -36.1% |
| 1Y | -24.1% | +134.3% | -158.4% | -47.3% |
| 3Y | +897.0% | +425.2% | +471.8% | +506.1% |
| All | +1,055.7% | +650.0% | +405.7% | +596.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling