+1,914.6%
CLS vs SNPS
+635.4%
+1,279.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.5% |
| 7D | +16.3% | +1.1% | +15.2% | +15.8% |
| 30D | -25.7% | -5.2% | -20.5% | -23.1% |
| 3M | -30.9% | +10.6% | -41.4% | -34.6% |
| 6M | -35.5% | -10.6% | -24.9% | -31.5% |
| YTD | -18.7% | -3.1% | -15.6% | -17.9% |
| 1Y | -17.9% | +15.6% | -33.5% | -24.3% |
| 3Y | +838.1% | -12.9% | +851.0% | +832.8% |
| 5Y | +1,971.9% | +31.2% | +1,940.7% | +1,523.3% |
| All | +1,914.6% | +635.4% | +1,279.2% | +606.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling