+1,763.7%
CLS vs SPOT
+110.1%
+1,653.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -22.2% | +1.6% | -23.8% | -22.5% |
| 30D | -44.4% | +17.6% | -61.9% | -47.3% |
| 3M | -34.3% | +26.9% | -61.2% | -40.1% |
| 6M | -50.1% | +41.8% | -91.9% | -56.5% |
| YTD | -30.1% | +3.8% | -33.9% | -33.4% |
| 1Y | -39.3% | -2.5% | -36.9% | -40.8% |
| 3Y | +732.7% | +260.6% | +472.1% | +426.9% |
| All | +1,763.7% | +110.1% | +1,653.6% | +1,185.2% |
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