+3,682.3%
CLS vs SPXU
-85.9%
+3,768.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +2.0% |
| 7D | +20.1% | +1.3% | +18.8% | +21.2% |
| 30D | +6.0% | +5.1% | +0.9% | +9.8% |
| 3M | -10.3% | -9.1% | -1.2% | -13.0% |
| 6M | +24.5% | -29.6% | +54.1% | +7.7% |
| YTD | +12.9% | -27.7% | +40.5% | +0.4% |
| 1Y | +36.7% | -37.0% | +73.6% | +16.2% |
| 3Y | +1,328.1% | -80.2% | +1,408.2% | +772.6% |
| 5Y | +3,682.3% | -86.0% | +3,768.3% | +2,303.1% |
| All | +3,682.3% | -85.9% | +3,768.2% | +2,303.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling