-29.6%
CLS vs SNPS
+6.4%
-36.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -21.1% | -3.9% | -17.2% | -19.1% |
| 30D | -38.2% | -5.2% | -33.0% | -35.9% |
| 3M | -36.3% | +14.6% | -50.9% | -41.9% |
| 6M | -43.8% | -6.9% | -36.9% | -40.6% |
| YTD | -20.0% | -1.4% | -18.6% | -17.5% |
| 1Y | -29.6% | +11.2% | -40.8% | -33.7% |
| All | -29.6% | +6.4% | -36.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 1y: compounded portfolio wealth divided by compounded SNPS 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…
1y analysis · Full analysis span regression · 6 months rolling