+2,953.7%
CLS vs SPMO
+514.3%
+2,439.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -0.3% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +4.8% | -0.7% | +5.5% | +6.3% |
| 3M | -10.4% | +2.8% | -13.2% | -12.2% |
| 6M | +20.8% | +24.4% | -3.6% | -3.4% |
| YTD | +10.0% | +24.2% | -14.2% | -11.6% |
| 1Y | +28.5% | +24.5% | +4.0% | +5.1% |
| 3Y | +1,292.2% | +155.6% | +1,136.6% | +525.0% |
| 5Y | +3,616.8% | +148.2% | +3,468.6% | +1,617.3% |
| All | +2,953.7% | +514.3% | +2,439.4% | +764.6% |
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