+1,312.5%
CLS vs SPOT
+230.8%
+1,081.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +6.4% |
| 7D | +12.8% | -2.9% | +15.6% | +13.6% |
| 30D | +3.8% | +8.3% | -4.5% | +0.3% |
| 3M | -14.6% | +5.1% | -19.7% | -17.0% |
| 6M | +32.2% | -6.5% | +38.7% | +33.1% |
| YTD | +11.6% | -9.0% | +20.6% | +13.5% |
| 1Y | +35.1% | -26.4% | +61.5% | +50.7% |
| 3Y | +1,312.5% | +240.0% | +1,072.5% | +711.2% |
| All | +1,312.5% | +230.8% | +1,081.8% | +711.2% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling