+1,751.5%
CLS vs SPG
+117.3%
+1,634.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.8% | +7.0% |
| 7D | -10.6% | +5.1% | -15.6% | -12.6% |
| 30D | -38.4% | +16.8% | -55.3% | -42.9% |
| 3M | -29.9% | +5.7% | -35.5% | -31.9% |
| 6M | -40.6% | +17.8% | -58.4% | -45.8% |
| YTD | -24.6% | +30.1% | -54.7% | -34.5% |
| 1Y | -30.8% | +32.8% | -63.6% | -40.5% |
| 3Y | +811.7% | +137.2% | +674.5% | +494.8% |
| 5Y | +1,838.4% | +81.5% | +1,757.0% | +1,306.0% |
| 10Y | +1,751.5% | +116.5% | +1,635.0% | +965.6% |
| All | +1,751.5% | +117.3% | +1,634.2% | +965.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling