-44.7%
CLS vs SPCH
-54.8%
+10.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.0% | -4.1% | +5.5% |
| 7D | -10.6% | +6.2% | -16.7% | -11.6% |
| 30D | -38.4% | -28.1% | -10.3% | -35.4% |
| 3M | -29.9% | -0.5% | -29.4% | -29.9% |
| All | -44.7% | -54.8% | +10.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling