+432.9%
SNXX vs CLS
-0.2%
+433.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +22.3% |
| 7D | +34.9% | +4.6% | +30.3% | +24.7% |
| 30D | +52.5% | -13.9% | +66.4% | +84.3% |
| 3M | -41.3% | -26.6% | -14.8% | -3.7% |
| 6M | +293.8% | +15.4% | +278.4% | +280.9% |
| All | +432.9% | -0.2% | +433.1% | +473.4% |
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 · 6 months rolling