+368.8%
SNXX vs CL
+3.3%
+365.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -9.9% |
| 7D | -12.0% | -2.2% | -9.8% | -16.6% |
| 30D | +37.9% | -6.0% | +43.9% | +22.8% |
| 3M | -52.7% | -2.3% | -50.3% | -52.6% |
| 6M | +194.8% | -2.0% | +196.8% | +200.6% |
| All | +368.8% | +3.3% | +365.5% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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 · 6 months rolling