+35.2%
CLS vs SNPS
-35.8%
+71.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +12.8% | -5.5% | +18.3% | +14.4% |
| 30D | +3.8% | -5.8% | +9.6% | +5.4% |
| 3M | -14.6% | -17.2% | +2.6% | -10.5% |
| 6M | +32.2% | -10.4% | +42.6% | +37.3% |
| YTD | +11.6% | -16.5% | +28.2% | +17.4% |
| All | +35.2% | -35.8% | +71.0% | +40.1% |
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