-32.1%
CLS vs SNAP
-8.4%
-23.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.2% |
| 7D | +23.5% | +2.6% | +21.0% | +22.6% |
| 30D | -28.9% | -19.6% | -9.4% | -25.4% |
| 3M | -25.2% | +0.4% | -25.6% | -25.8% |
| 6M | -32.1% | -5.9% | -26.1% | -34.2% |
| All | -32.1% | -8.4% | -23.7% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling