+404.4%
SNXX vs CLS
+3.9%
+400.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.4% | -4.6% |
| 7D | +16.8% | +5.0% | +11.8% | +9.5% |
| 30D | +65.3% | +4.8% | +60.5% | +53.0% |
| 3M | -34.8% | -10.4% | -24.4% | -15.5% |
| 6M | +255.1% | +20.8% | +234.3% | +223.5% |
| All | +404.4% | +3.9% | +400.5% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling