+732.7%
CLS vs SPOT
+255.6%
+477.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -22.2% | +1.6% | -23.8% | -22.5% |
| 30D | -44.4% | +17.6% | -61.9% | -46.9% |
| 3M | -34.3% | +26.9% | -61.2% | -39.7% |
| 6M | -50.1% | +41.8% | -91.9% | -56.5% |
| YTD | -30.1% | +3.8% | -33.9% | -31.7% |
| 1Y | -39.3% | -2.5% | -36.9% | -39.0% |
| 3Y | +732.7% | +260.6% | +472.1% | +423.5% |
| All | +732.7% | +255.6% | +477.1% | +423.5% |
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