-29.6%
CLS vs SNAP
-22.3%
-7.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.9% | -15.0% | -10.4% |
| 7D | -21.1% | -0.7% | -20.5% | -21.1% |
| 30D | -38.2% | +5.5% | -43.7% | -39.3% |
| 3M | -36.3% | +2.2% | -38.5% | -37.4% |
| 6M | -43.8% | -4.1% | -39.8% | -44.4% |
| YTD | -20.0% | -26.6% | +6.6% | -14.7% |
| 1Y | -29.6% | -20.7% | -8.8% | -27.4% |
| All | -29.6% | -22.3% | -7.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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