+732.7%
CLS vs SNAP
-53.8%
+786.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | -22.2% | -7.1% | -15.0% | -20.6% |
| 30D | -44.4% | -14.6% | -29.7% | -42.2% |
| 3M | -34.3% | -5.0% | -29.3% | -34.2% |
| 6M | -50.1% | -18.8% | -31.2% | -48.3% |
| YTD | -30.1% | -38.5% | +8.5% | -23.2% |
| 1Y | -39.3% | -38.1% | -1.3% | -33.3% |
| 3Y | +732.7% | -53.8% | +786.5% | +761.0% |
| All | +732.7% | -53.8% | +786.5% | +761.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling