+1,581.6%
CLS vs SNY
+241.5%
+1,340.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.0% | -3.6% | +8.6% | +6.5% |
| 30D | +4.8% | -1.9% | +6.7% | +5.4% |
| 3M | -10.4% | -2.0% | -8.4% | -10.5% |
| 6M | +20.8% | +2.5% | +18.3% | +17.6% |
| YTD | +10.0% | -7.0% | +17.0% | +11.3% |
| 1Y | +28.5% | -4.4% | +32.9% | +27.9% |
| 3Y | +1,292.2% | -8.4% | +1,300.6% | +1,233.1% |
| 5Y | +3,616.8% | +9.5% | +3,607.3% | +3,065.7% |
| 10Y | +2,959.5% | +64.3% | +2,895.1% | +1,968.6% |
| All | +1,581.6% | +241.5% | +1,340.1% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling