-35.0%
CLS vs SPOT
-2.2%
-32.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -13.9% | +1.0% | -14.9% | -13.7% |
| 30D | -38.2% | +14.6% | -52.7% | -36.9% |
| 3M | -28.8% | +18.4% | -47.3% | -27.5% |
| 6M | -40.4% | +45.1% | -85.5% | -41.2% |
| YTD | -24.3% | +4.4% | -28.7% | -12.2% |
| 1Y | -35.0% | -2.7% | -32.3% | -20.8% |
| All | -35.0% | -2.2% | -32.8% | -20.8% |
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