+3,038.3%
CLS vs SNPS
+562.2%
+2,476.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +20.1% | -5.5% | +25.6% | +23.6% |
| 30D | +6.0% | -4.5% | +10.5% | +8.0% |
| 3M | -10.3% | -15.5% | +5.2% | -2.7% |
| 6M | +24.5% | -10.1% | +34.6% | +31.0% |
| YTD | +12.9% | -16.3% | +29.1% | +22.7% |
| 1Y | +36.7% | -34.9% | +71.6% | +56.8% |
| 3Y | +1,328.1% | -14.4% | +1,342.4% | +1,333.8% |
| 5Y | +3,682.3% | +17.9% | +3,664.4% | +3,029.2% |
| 10Y | +3,038.3% | +574.2% | +2,464.0% | +1,086.8% |
| All | +3,038.3% | +562.2% | +2,476.1% | +1,086.8% |
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