+199.7%
SNDK vs CLS
+36.1%
+163.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.7% |
| 7D | +13.6% | +20.1% | -6.5% | -1.0% |
| 30D | +42.5% | +6.0% | +36.5% | +35.3% |
| 3M | +7.1% | -10.3% | +17.4% | +16.5% |
| 6M | +199.7% | +24.5% | +175.2% | +139.0% |
| All | +199.7% | +36.1% | +163.6% | +139.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling