+1,914.6%
CLS vs SPXU
-99.5%
+2,014.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.8% |
| 7D | +16.3% | -7.6% | +23.9% | +12.5% |
| 30D | -25.7% | +5.3% | -31.0% | -22.1% |
| 3M | -30.9% | +9.6% | -40.5% | -25.5% |
| 6M | -35.5% | -4.5% | -31.0% | -33.0% |
| YTD | -18.7% | -25.9% | +7.2% | -22.6% |
| 1Y | -17.9% | -28.9% | +11.0% | -22.4% |
| 3Y | +838.1% | -80.5% | +918.6% | +535.3% |
| 5Y | +1,971.9% | -83.4% | +2,055.3% | +1,492.4% |
| All | +1,914.6% | -99.5% | +2,014.1% | +542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling