+1,751.5%
CLS vs SPGI
+335.6%
+1,415.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.6% |
| 7D | -10.6% | -0.9% | -9.7% | -10.3% |
| 30D | -38.4% | +15.5% | -54.0% | -42.6% |
| 3M | -29.9% | +15.7% | -45.5% | -34.9% |
| 6M | -40.6% | +19.1% | -59.7% | -46.9% |
| YTD | -24.6% | -4.1% | -20.5% | -26.1% |
| 1Y | -30.8% | +1.2% | -32.0% | -34.5% |
| 3Y | +811.7% | +31.6% | +780.2% | +625.5% |
| 5Y | +1,838.4% | +12.4% | +1,826.0% | +1,551.0% |
| 10Y | +1,751.5% | +334.3% | +1,417.2% | +681.0% |
| All | +1,751.5% | +335.6% | +1,415.9% | +681.0% |
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