+1,914.6%
CLS vs SPMO
+460.5%
+1,454.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -3.4% |
| 7D | +16.3% | +6.3% | +9.9% | +8.1% |
| 30D | -25.7% | -8.9% | -16.8% | -15.1% |
| 3M | -30.9% | -13.2% | -17.6% | -15.5% |
| 6M | -35.5% | -9.3% | -26.2% | -23.8% |
| YTD | -18.7% | +11.6% | -30.2% | -23.7% |
| 1Y | -17.9% | +13.4% | -31.3% | -23.5% |
| 3Y | +838.1% | +122.9% | +715.2% | +402.5% |
| 5Y | +1,971.9% | +113.9% | +1,858.0% | +1,050.6% |
| All | +1,914.6% | +460.5% | +1,454.1% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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