+2,198.4%
CLS vs SNAP
-77.2%
+2,275.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.4% |
| 7D | +4.6% | +0.7% | +3.8% | +4.4% |
| 30D | -13.9% | +2.6% | -16.5% | -14.5% |
| 3M | -26.6% | -9.9% | -16.7% | -25.7% |
| 6M | +15.4% | +1.9% | +13.5% | +14.0% |
| YTD | +5.7% | -32.2% | +37.9% | +10.5% |
| 1Y | +41.1% | -22.8% | +64.0% | +44.5% |
| 3Y | +1,228.6% | -47.6% | +1,276.2% | +1,285.1% |
| 5Y | +3,240.6% | -92.7% | +3,333.4% | +3,890.3% |
| All | +2,198.4% | -77.2% | +2,275.6% | +2,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling