+28.5%
CLS vs SPMO
+24.7%
+3.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | +1.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | +4.8% | -0.7% | +5.5% | +6.9% |
| 3M | -10.4% | +2.8% | -13.2% | -17.0% |
| 6M | +20.8% | +24.4% | -3.6% | -29.5% |
| YTD | +10.0% | +24.2% | -14.2% | -35.3% |
| 1Y | +28.5% | +24.5% | +4.0% | -26.2% |
| All | +28.5% | +24.7% | +3.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling