+4,453.2%
CLS vs SPXU
-100.0%
+4,553.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | -13.9% | +0.8% | -14.7% | -13.2% |
| 3M | -26.6% | -4.7% | -21.9% | -26.2% |
| 6M | +15.4% | -29.6% | +45.0% | +3.9% |
| YTD | +5.7% | -29.9% | +35.5% | -4.3% |
| 1Y | +41.1% | -39.1% | +80.2% | +23.3% |
| 3Y | +1,228.6% | -80.0% | +1,308.6% | +795.1% |
| 5Y | +3,240.6% | -86.0% | +3,326.7% | +2,267.1% |
| 10Y | +2,760.3% | -99.5% | +2,859.9% | +718.1% |
| All | +4,453.2% | -100.0% | +4,553.2% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling