+1,237.1%
CLS vs SPOT
+239.4%
+997.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.8% |
| 7D | +4.6% | -0.9% | +5.5% | +4.8% |
| 30D | -13.9% | +12.5% | -26.4% | -17.7% |
| 3M | -26.6% | +9.9% | -36.5% | -29.6% |
| 6M | +15.4% | +1.6% | +13.9% | +12.8% |
| YTD | +5.7% | -6.6% | +12.3% | +6.7% |
| 1Y | +41.1% | -22.9% | +64.1% | +54.9% |
| All | +1,237.1% | +239.4% | +997.7% | +662.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling