+1,284.2%
CLS vs SPMO
+159.2%
+1,125.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +20.1% | +2.7% | +17.4% | +14.1% |
| 30D | +6.0% | +1.1% | +5.0% | +4.6% |
| 3M | -10.3% | +2.0% | -12.3% | -14.3% |
| 6M | +24.5% | +26.5% | -2.0% | -23.1% |
| YTD | +12.9% | +26.5% | -13.7% | -30.2% |
| 1Y | +36.7% | +27.9% | +8.7% | -14.9% |
| All | +1,284.2% | +159.2% | +1,125.0% | +154.5% |
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 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