+1,628.1%
CLS vs SPGI
+333.9%
+1,294.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -22.2% | +0.3% | -22.4% | -22.4% |
| 30D | -44.4% | +18.4% | -62.8% | -48.7% |
| 3M | -34.3% | +15.7% | -50.0% | -39.0% |
| 6M | -50.1% | +17.3% | -67.3% | -55.0% |
| YTD | -30.1% | -4.7% | -25.4% | -31.3% |
| 1Y | -39.3% | +1.8% | -41.2% | -42.9% |
| 3Y | +732.7% | +31.7% | +701.0% | +561.4% |
| 5Y | +1,777.2% | +12.1% | +1,765.1% | +1,499.8% |
| All | +1,628.1% | +333.9% | +1,294.2% | +633.4% |
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