+2,029.3%
CLS vs SPGI
+329.2%
+1,700.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.2% |
| 7D | +23.5% | -0.8% | +24.4% | +24.0% |
| 30D | -28.9% | +14.3% | -43.2% | -33.4% |
| 3M | -25.2% | +14.5% | -39.7% | -30.2% |
| 6M | -32.1% | +17.3% | -49.4% | -38.8% |
| YTD | -14.1% | -4.6% | -9.5% | -15.6% |
| 1Y | -24.1% | +0.8% | -24.8% | -28.0% |
| 3Y | +897.0% | +28.8% | +868.2% | +702.4% |
| 5Y | +2,089.9% | +14.0% | +2,076.0% | +1,748.0% |
| All | +2,029.3% | +329.2% | +1,700.1% | +794.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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