+4,437.1%
SNDK vs CLS
+163.9%
+4,273.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.6% | -10.1% | -7.7% |
| 7D | -6.1% | +10.9% | -17.1% | -12.7% |
| 30D | +21.5% | +2.1% | +19.4% | +18.4% |
| 3M | -13.2% | -10.2% | -3.0% | -7.3% |
| 6M | +149.2% | +30.4% | +118.8% | +105.5% |
| YTD | +588.1% | +17.2% | +570.8% | +493.3% |
| 1Y | +1,837.5% | +41.0% | +1,796.5% | +1,464.4% |
| All | +4,437.1% | +163.9% | +4,273.2% | +2,167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling