-29.6%
CLS vs SPOT
+0.4%
-30.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.6% | -13.6% | -8.4% |
| 7D | -21.1% | +16.6% | -37.7% | -19.4% |
| 30D | -38.2% | +29.9% | -68.2% | -36.6% |
| 3M | -36.3% | +31.3% | -67.6% | -35.3% |
| 6M | -43.8% | +43.2% | -87.0% | -43.8% |
| YTD | -20.0% | +8.1% | -28.1% | -6.7% |
| 1Y | -29.6% | -0.3% | -29.3% | -13.2% |
| All | -29.6% | +0.4% | -30.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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