+840.3%
CLS vs SN
+659.6%
+180.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.5% |
| 7D | -22.2% | +7.2% | -29.4% | -24.4% |
| 30D | -44.4% | +20.4% | -64.8% | -48.6% |
| 3M | -34.3% | +23.9% | -58.2% | -40.2% |
| 6M | -50.1% | +93.0% | -143.1% | -62.4% |
| YTD | -30.1% | +99.2% | -129.3% | -48.2% |
| 1Y | -39.3% | +142.6% | -181.9% | -58.4% |
| 3Y | +732.7% | +398.8% | +333.9% | +406.2% |
| All | +840.3% | +659.6% | +180.7% | +463.7% |
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