+2,684.0%
SNDK vs CLS
+47.9%
+2,636.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.3% |
| 7D | +17.2% | +4.6% | +12.6% | +12.3% |
| 30D | +28.8% | -13.9% | +42.7% | +42.1% |
| 3M | -1.1% | -26.6% | +25.4% | +24.3% |
| 6M | +190.5% | +15.4% | +175.0% | +146.8% |
| YTD | +633.0% | +5.7% | +627.3% | +538.0% |
| 1Y | +2,684.0% | +41.1% | +2,642.9% | +1,908.3% |
| All | +2,684.0% | +47.9% | +2,636.1% | +1,908.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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