+2,089.9%
CLS vs SPMO
+118.7%
+1,971.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +23.5% | +9.8% | +13.7% | +5.4% |
| 30D | -28.9% | -9.2% | -19.7% | -14.4% |
| 3M | -25.2% | -11.0% | -14.2% | -6.1% |
| 6M | -32.1% | -6.6% | -25.4% | -20.5% |
| YTD | -14.1% | +13.3% | -27.4% | -27.1% |
| 1Y | -24.1% | +12.7% | -36.7% | -33.7% |
| 3Y | +897.0% | +127.5% | +769.5% | +271.9% |
| 5Y | +2,089.9% | +117.4% | +1,972.6% | +752.6% |
| All | +2,089.9% | +118.7% | +1,971.2% | +752.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling