+891.5%
CLS vs SNAP
-53.9%
+945.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.2% |
| 7D | +23.5% | +2.6% | +21.0% | +22.7% |
| 30D | -28.9% | -19.6% | -9.4% | -24.9% |
| 3M | -25.2% | +0.4% | -25.6% | -25.9% |
| 6M | -32.1% | -5.9% | -26.1% | -32.2% |
| YTD | -14.1% | -35.3% | +21.3% | -6.8% |
| 1Y | -24.1% | -42.6% | +18.5% | -14.9% |
| All | +891.5% | -53.9% | +945.5% | +913.1% |
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