code: def clip_returns_to_benchmark(rets, benchmark_rets):
      
  
      if (rets.index[0] < benchmark_rets.index[0]) \
              or (rets.index[-1] > benchmark_rets.index[-1]):
          clipped_rets = rets[benchmark_rets.index]
      else:
          clipped_rets = rets
  
      return clipped_rets
docs: Drop entries from rets so that the start and end dates of rets match those
      of benchmark_rets.
  
      Parameters
      ----------
      rets : pd.Series
          Daily returns of the strategy, noncumulative.
           - See pf.tears.create_full_tear_sheet for more details
  
      benchmark_rets : pd.Series
          Daily returns of the benchmark, noncumulative.
  
      Returns
      -------
      clipped_rets : pd.Series
          Daily noncumulative returns with index clipped to match that of
          benchmark returns.