+1,338.0%
CLS vs SNY
-9.6%
+1,347.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.4% | +6.6% |
| 7D | +10.9% | -3.3% | +14.3% | +10.5% |
| 30D | +2.1% | -2.2% | +4.2% | +1.9% |
| 3M | -10.2% | -3.0% | -7.1% | -10.2% |
| 6M | +30.4% | +2.7% | +27.6% | +30.7% |
| YTD | +17.2% | -6.8% | +24.1% | +17.2% |
| 1Y | +41.0% | -5.3% | +46.3% | +41.0% |
| 3Y | +1,338.0% | -9.8% | +1,347.7% | +1,349.7% |
| All | +1,338.0% | -9.6% | +1,347.6% | +1,349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling