+27.8%
CLS vs SNAP
-25.0%
+52.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.9% |
| 7D | +4.6% | +0.7% | +3.8% | +4.3% |
| 30D | -13.9% | +2.6% | -16.5% | -15.0% |
| 3M | -26.6% | -9.9% | -16.7% | -25.6% |
| 6M | +15.4% | +1.9% | +13.5% | +10.6% |
| YTD | +5.7% | -32.2% | +37.9% | +13.3% |
| All | +27.8% | -25.0% | +52.8% | +42.6% |
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