-95.7%
SNDQ vs CLS
-22.1%
-73.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.8% | -24.6% | -22.7% |
| 7D | -30.8% | +4.6% | -35.4% | -26.9% |
| 30D | -51.7% | -13.9% | -37.8% | -59.7% |
| 3M | -78.0% | -26.6% | -51.5% | -76.9% |
| All | -95.7% | -22.1% | -73.6% | -95.1% |
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 · Available span rolling