+2,953.7%
CLS vs SPXU
-99.5%
+3,053.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -1.6% |
| 7D | +5.0% | +6.4% | -1.4% | +8.1% |
| 30D | +4.8% | +5.9% | -1.2% | +8.1% |
| 3M | -10.4% | -11.7% | +1.3% | -13.7% |
| 6M | +20.8% | -28.7% | +49.5% | +8.7% |
| YTD | +10.0% | -26.4% | +36.4% | +1.5% |
| 1Y | +28.5% | -35.2% | +63.8% | +14.9% |
| 3Y | +1,292.2% | -79.8% | +1,372.0% | +840.5% |
| 5Y | +3,616.8% | -86.1% | +3,702.9% | +2,524.1% |
| All | +2,953.7% | -99.5% | +3,053.2% | +932.9% |
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