-35.3%
CLS vs SPG
+32.2%
-67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.8% | +8.7% |
| 7D | -10.6% | +5.1% | -15.6% | -8.5% |
| 30D | -38.4% | +16.8% | -55.3% | -34.5% |
| 3M | -29.9% | +5.7% | -35.5% | -27.6% |
| 6M | -40.6% | +17.8% | -58.4% | -38.0% |
| YTD | -24.6% | +30.1% | -54.7% | -14.5% |
| All | -35.3% | +32.2% | -67.5% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling