+3,269.5%
CLS vs SNPS
+17.0%
+3,252.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +3.8% |
| 7D | +4.6% | -11.0% | +15.6% | +11.2% |
| 30D | -13.9% | -1.7% | -12.2% | -13.7% |
| 3M | -26.6% | -20.4% | -6.2% | -17.2% |
| 6M | +15.4% | -8.6% | +24.0% | +20.6% |
| YTD | +5.7% | -16.2% | +21.8% | +15.2% |
| 1Y | +41.1% | -34.6% | +75.7% | +62.2% |
| 3Y | +1,228.6% | -14.5% | +1,243.0% | +1,219.6% |
| All | +3,269.5% | +17.0% | +3,252.4% | +2,811.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling