+22.8%
CLS vs SNDU
+218.8%
-196.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.1% | -1.2% |
| 7D | +5.0% | +16.8% | -11.8% | +1.8% |
| 30D | +4.8% | +64.3% | -59.5% | -5.4% |
| 3M | -10.4% | -36.7% | +26.3% | -15.2% |
| All | +22.8% | +218.8% | -196.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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