+3,231.7%
CLS vs SPGI
+3,625.1%
-393.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +4.6% | +0.1% | +4.4% | +4.7% |
| 30D | -13.9% | +8.4% | -22.3% | -17.2% |
| 3M | -26.6% | +11.8% | -38.4% | -31.9% |
| 6M | +15.4% | +5.7% | +9.7% | +9.2% |
| YTD | +5.7% | -9.7% | +15.3% | +6.5% |
| 1Y | +41.1% | -12.5% | +53.6% | +42.9% |
| 3Y | +1,228.6% | +21.8% | +1,206.8% | +1,027.4% |
| 5Y | +3,240.6% | +8.2% | +3,232.5% | +2,860.9% |
| 10Y | +2,760.3% | +309.5% | +2,450.8% | +1,161.5% |
| All | +3,231.7% | +3,625.1% | -393.4% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling