+3,542.1%
CLS vs SPXS
-85.9%
+3,628.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +6.6% |
| 7D | +12.8% | -1.5% | +14.3% | +11.8% |
| 30D | +3.8% | +3.7% | +0.1% | +6.6% |
| 3M | -14.6% | -9.6% | -5.0% | -17.5% |
| 6M | +32.2% | -32.4% | +64.6% | +11.8% |
| YTD | +11.6% | -28.7% | +40.3% | -1.5% |
| 1Y | +35.1% | -38.1% | +73.1% | +13.6% |
| 3Y | +1,312.5% | -80.1% | +1,392.7% | +763.1% |
| 5Y | +3,542.1% | -85.9% | +3,628.0% | +2,230.8% |
| All | +3,542.1% | -85.9% | +3,628.0% | +2,230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling