+73.5%
CL vs SPMO
+572.4%
-498.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.9% |
| 7D | -2.2% | +2.0% | -4.2% | -2.7% |
| 30D | -4.8% | -0.4% | -4.5% | -4.8% |
| 3M | +4.9% | -1.9% | +6.8% | +4.5% |
| 6M | -5.7% | +25.0% | -30.8% | -13.5% |
| YTD | +14.4% | +26.0% | -11.6% | +4.5% |
| 1Y | +8.7% | +28.7% | -19.9% | -1.6% |
| 3Y | +30.0% | +160.9% | -130.9% | -14.3% |
| 5Y | +28.4% | +147.9% | -119.6% | -14.3% |
| 10Y | +50.1% | +518.9% | -468.8% | -28.7% |
| All | +73.5% | +572.4% | -498.9% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling