+2,977.3%
CLS vs SPOT
+227.0%
+2,750.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.1% |
| 3M | -26.6% | +9.9% | -36.5% | -29.2% |
| 6M | +15.4% | +1.6% | +13.9% | +13.0% |
| YTD | +5.7% | -6.6% | +12.3% | +4.9% |
| 1Y | +41.1% | -22.9% | +64.1% | +48.1% |
| 3Y | +1,228.6% | +244.3% | +984.3% | +819.3% |
| 5Y | +3,240.6% | +117.8% | +3,122.8% | +2,288.8% |
| All | +2,977.3% | +227.0% | +2,750.4% | +1,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling