+4,727.7%
SNDK vs CLS
+151.2%
+4,576.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.8% | -3.8% |
| 7D | +13.1% | +12.8% | +0.3% | +3.6% |
| 30D | +43.4% | +3.8% | +39.6% | +38.3% |
| 3M | +5.8% | -14.6% | +20.5% | +17.3% |
| 6M | +229.6% | +32.2% | +197.3% | +171.1% |
| YTD | +632.2% | +11.6% | +620.5% | +553.7% |
| 1Y | +2,365.4% | +35.1% | +2,330.4% | +1,951.6% |
| All | +4,727.7% | +151.2% | +4,576.5% | +2,398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling