+3,269.5%
CLS vs SPGI
+8.3%
+3,261.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +4.6% | +0.1% | +4.4% | +4.6% |
| 30D | -13.9% | +8.4% | -22.3% | -15.8% |
| 3M | -26.6% | +11.8% | -38.4% | -30.1% |
| 6M | +15.4% | +5.7% | +9.7% | +11.8% |
| YTD | +5.7% | -9.7% | +15.3% | +8.1% |
| 1Y | +41.1% | -12.5% | +53.6% | +45.7% |
| 3Y | +1,228.6% | +21.8% | +1,206.8% | +1,018.3% |
| All | +3,269.5% | +8.3% | +3,261.2% | +2,758.8% |
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