+774.9%
CLS vs SPXU
-80.9%
+855.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -7.0% | +14.9% | +1.8% |
| 7D | -10.6% | -1.5% | -9.1% | -10.2% |
| 30D | -38.4% | +9.7% | -48.1% | -31.2% |
| 3M | -29.9% | +8.4% | -38.3% | -21.4% |
| 6M | -40.6% | -5.7% | -34.9% | -38.2% |
| YTD | -24.6% | -25.4% | +0.9% | -32.1% |
| 1Y | -30.8% | -28.9% | -1.9% | -38.3% |
| All | +774.9% | -80.9% | +855.8% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling