+1,980.9%
CLS vs SPGI
+15.2%
+1,965.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +16.3% | +1.2% | +15.0% | +15.9% |
| 30D | -25.7% | +15.9% | -41.6% | -28.6% |
| 3M | -30.9% | +12.3% | -43.2% | -33.2% |
| 6M | -35.5% | +23.7% | -59.2% | -40.6% |
| YTD | -18.7% | -3.5% | -15.1% | -18.4% |
| 1Y | -17.9% | +0.4% | -18.3% | -19.4% |
| 3Y | +838.1% | +29.9% | +808.2% | +674.2% |
| All | +1,980.9% | +15.2% | +1,965.7% | +1,691.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling