+35.1%
CLS vs SPOT
-25.6%
+60.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +5.7% |
| 7D | +12.8% | -2.9% | +15.6% | +12.8% |
| 30D | +3.8% | +8.3% | -4.5% | +3.0% |
| 3M | -14.6% | +5.1% | -19.7% | -14.7% |
| 6M | +32.2% | -6.5% | +38.7% | +31.5% |
| YTD | +11.6% | -9.0% | +20.6% | +21.5% |
| 1Y | +35.1% | -26.4% | +61.5% | +52.7% |
| All | +35.1% | -25.6% | +60.7% | +52.7% |
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