+1,687.5%
CLS vs SNAP
-77.7%
+1,765.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.8% | +1.7% | +7.4% |
| 7D | +2.8% | -9.8% | +12.6% | +4.6% |
| 30D | -30.1% | -18.2% | -11.9% | -27.9% |
| 3M | -21.7% | -3.1% | -18.6% | -21.8% |
| 6M | -36.2% | -7.1% | -29.1% | -36.1% |
| YTD | -17.8% | -33.8% | +16.0% | -13.9% |
| 1Y | -26.8% | -39.0% | +12.2% | -22.3% |
| 3Y | +853.4% | -52.8% | +906.2% | +907.2% |
| 5Y | +2,005.0% | -90.0% | +2,095.0% | +2,336.1% |
| All | +1,687.5% | -77.7% | +1,765.2% | +1,550.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling