+1,420.8%
CLS vs SNAP
-79.3%
+1,500.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | -22.2% | -7.1% | -15.0% | -21.2% |
| 30D | -44.4% | -14.6% | -29.7% | -43.1% |
| 3M | -34.3% | -5.0% | -29.3% | -34.2% |
| 6M | -50.1% | -18.8% | -31.2% | -48.9% |
| YTD | -30.1% | -38.5% | +8.5% | -26.0% |
| 1Y | -39.3% | -38.1% | -1.3% | -35.8% |
| 3Y | +732.7% | -53.8% | +786.5% | +783.5% |
| 5Y | +1,777.2% | -90.7% | +1,867.9% | +2,095.9% |
| All | +1,420.8% | -79.3% | +1,500.2% | +1,319.7% |
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