+838.1%
CLS vs SPGI
+30.0%
+808.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.3% |
| 7D | +16.3% | +1.2% | +15.0% | +16.4% |
| 30D | -25.7% | +15.9% | -41.6% | -25.5% |
| 3M | -30.9% | +12.3% | -43.2% | -30.6% |
| 6M | -35.5% | +23.7% | -59.2% | -36.5% |
| YTD | -18.7% | -3.5% | -15.1% | -15.8% |
| 1Y | -17.9% | +0.4% | -18.3% | -16.5% |
| 3Y | +838.1% | +29.9% | +808.2% | +592.9% |
| All | +838.1% | +30.0% | +808.1% | +592.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling