+732.7%
CLS vs SPG
+124.5%
+608.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -22.2% | +4.9% | -27.1% | -23.6% |
| 30D | -44.4% | +15.6% | -60.0% | -47.8% |
| 3M | -34.3% | +4.1% | -38.4% | -35.4% |
| 6M | -50.1% | +13.6% | -63.6% | -53.5% |
| YTD | -30.1% | +27.5% | -57.6% | -39.3% |
| 1Y | -39.3% | +32.2% | -71.6% | -48.5% |
| 3Y | +732.7% | +126.0% | +606.7% | +396.5% |
| All | +732.7% | +124.5% | +608.2% | +396.5% |
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