+8.7%
CL vs SPMO
+29.9%
-21.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.0% |
| 7D | -2.2% | +2.0% | -4.2% | -1.6% |
| 30D | -4.8% | -0.4% | -4.5% | -4.9% |
| 3M | +4.9% | -1.9% | +6.8% | +4.9% |
| 6M | -5.7% | +25.0% | -30.8% | -2.7% |
| YTD | +14.4% | +26.0% | -11.6% | +18.6% |
| 1Y | +8.7% | +28.7% | -19.9% | +16.0% |
| All | +8.7% | +29.9% | -21.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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