+838.1%
CLS vs SPMO
+124.5%
+713.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -2.2% |
| 7D | +16.3% | +6.3% | +9.9% | +3.3% |
| 30D | -25.7% | -8.9% | -16.8% | -8.9% |
| 3M | -30.9% | -13.2% | -17.6% | -5.6% |
| 6M | -35.5% | -9.3% | -26.2% | -19.4% |
| YTD | -18.7% | +11.6% | -30.2% | -34.1% |
| 1Y | -17.9% | +13.4% | -31.3% | -34.6% |
| 3Y | +838.1% | +122.9% | +715.2% | +124.9% |
| All | +838.1% | +124.5% | +713.6% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling