+1,321.1%
CLS vs SN
+490.7%
+830.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | +4.6% | -9.3% | +13.9% | +8.6% |
| 30D | -13.9% | -4.8% | -9.1% | -12.3% |
| 3M | -26.6% | +40.4% | -67.0% | -36.6% |
| 6M | +15.4% | +50.9% | -35.5% | -3.4% |
| YTD | +5.7% | +54.9% | -49.3% | -12.9% |
| 1Y | +41.1% | +43.0% | -1.9% | +19.2% |
| 3Y | +1,228.6% | +391.8% | +836.8% | +786.4% |
| All | +1,321.1% | +490.7% | +830.4% | +848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling