-95.5%
SNDQ vs CLS
-18.9%
-76.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.5% | +10.5% | +4.5% |
| 7D | -20.4% | +5.0% | -25.3% | -14.4% |
| 30D | -54.5% | +4.8% | -59.3% | -50.1% |
| 3M | -79.1% | -10.4% | -68.7% | -74.2% |
| All | -95.5% | -18.9% | -76.6% | -94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling