+1,980.9%
CLS vs SNAP
-90.3%
+2,071.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | +16.3% | +6.0% | +10.2% | +15.0% |
| 30D | -25.7% | -13.8% | -11.9% | -23.7% |
| 3M | -30.9% | -0.8% | -30.1% | -31.2% |
| 6M | -35.5% | -6.2% | -29.2% | -35.5% |
| YTD | -18.7% | -34.8% | +16.1% | -14.0% |
| 1Y | -17.9% | -38.7% | +20.8% | -12.2% |
| 3Y | +838.1% | -53.5% | +891.5% | +900.5% |
| All | +1,980.9% | -90.3% | +2,071.2% | +2,446.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling