+1,312.5%
CLS vs SPG
+112.2%
+1,200.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.1% |
| 7D | +12.8% | 0.0% | +12.8% | +12.8% |
| 30D | +3.8% | -4.9% | +8.8% | +6.3% |
| 3M | -14.6% | +3.3% | -17.9% | -16.9% |
| 6M | +32.2% | +11.2% | +21.0% | +22.9% |
| YTD | +11.6% | +17.1% | -5.4% | +0.3% |
| 1Y | +35.1% | +21.6% | +13.5% | +17.7% |
| 3Y | +1,312.5% | +111.9% | +1,200.7% | +742.6% |
| All | +1,312.5% | +112.2% | +1,200.4% | +742.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling