+2,096.3%
CLS vs SPOT
+267.1%
+1,829.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.6% |
| 7D | -10.6% | +2.5% | -13.1% | -11.1% |
| 30D | -38.4% | +15.1% | -53.6% | -41.1% |
| 3M | -29.9% | +24.8% | -54.6% | -35.2% |
| 6M | -40.6% | +45.8% | -86.4% | -47.9% |
| YTD | -24.6% | +4.9% | -29.5% | -28.3% |
| 1Y | -30.8% | -1.3% | -29.5% | -32.9% |
| 3Y | +811.7% | +257.7% | +554.0% | +516.9% |
| 5Y | +1,838.4% | +118.5% | +1,719.9% | +1,266.1% |
| All | +2,096.3% | +267.1% | +1,829.1% | +1,072.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling