+368.8%
SNXX vs CLS
+10.7%
+358.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.6% | -13.6% | -15.5% |
| 7D | -12.0% | +10.9% | -23.0% | -24.4% |
| 30D | +37.9% | +2.1% | +35.9% | +31.3% |
| 3M | -52.7% | -10.2% | -42.5% | -41.1% |
| 6M | +194.8% | +30.4% | +164.4% | +141.3% |
| All | +368.8% | +10.7% | +358.0% | +333.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling