+3,269.5%
CLS vs SPOT
+107.9%
+3,161.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +4.6% | -0.9% | +5.5% | +4.8% |
| 30D | -13.9% | +12.5% | -26.4% | -17.4% |
| 3M | -26.6% | +9.9% | -36.5% | -29.4% |
| 6M | +15.4% | +1.6% | +13.9% | +12.8% |
| YTD | +5.7% | -6.6% | +12.3% | +5.2% |
| 1Y | +41.1% | -22.9% | +64.1% | +49.8% |
| 3Y | +1,228.6% | +244.3% | +984.3% | +772.5% |
| All | +3,269.5% | +107.9% | +3,161.6% | +2,146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling