+1,312.5%
CLS vs SPXS
-80.2%
+1,392.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +7.0% |
| 7D | +12.8% | -1.5% | +14.3% | +11.5% |
| 30D | +3.8% | +3.7% | +0.1% | +7.6% |
| 3M | -14.6% | -9.6% | -5.0% | -18.7% |
| 6M | +32.2% | -32.4% | +64.6% | +4.3% |
| YTD | +11.6% | -28.7% | +40.3% | -6.8% |
| 1Y | +35.1% | -38.1% | +73.1% | +5.3% |
| 3Y | +1,312.5% | -80.1% | +1,392.7% | +557.8% |
| All | +1,312.5% | -80.2% | +1,392.8% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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