+3,441.1%
CLS vs SPXU
-100.0%
+3,541.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.9% | +12.4% | +6.7% |
| 7D | +2.8% | +1.5% | +1.2% | +5.1% |
| 30D | -30.1% | +6.4% | -36.4% | -26.5% |
| 3M | -21.7% | +4.2% | -26.0% | -17.8% |
| 6M | -36.2% | -7.8% | -28.5% | -34.9% |
| YTD | -17.8% | -27.5% | +9.7% | -22.4% |
| 1Y | -26.8% | -27.1% | +0.3% | -29.7% |
| 3Y | +853.4% | -80.8% | +934.2% | +541.7% |
| 5Y | +2,005.0% | -84.1% | +2,089.1% | +1,500.7% |
| 10Y | +1,929.4% | -99.5% | +2,028.9% | +502.5% |
| All | +3,441.1% | -100.0% | +3,541.1% | +139.9% |
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 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