+1,754.3%
CLS vs SNPS
+28.8%
+1,725.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.9% | -8.1% | -10.3% |
| 7D | -27.3% | -10.2% | -17.1% | -22.6% |
| 30D | -47.0% | -12.8% | -34.2% | -42.5% |
| 3M | -43.3% | +9.9% | -53.2% | -46.4% |
| 6M | -50.8% | -12.4% | -38.4% | -47.2% |
| YTD | -30.4% | -6.3% | -24.2% | -28.5% |
| 1Y | -41.7% | +7.6% | -49.3% | -44.1% |
| 3Y | +701.4% | -9.8% | +711.2% | +672.8% |
| All | +1,754.3% | +28.8% | +1,725.4% | +1,349.9% |
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 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