+1,751.5%
CLS vs SPY
+315.0%
+1,436.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +4.4% |
| 7D | -10.6% | +0.1% | -10.6% | -10.3% |
| 30D | -38.4% | -3.3% | -35.1% | -34.6% |
| 3M | -29.9% | -2.4% | -27.4% | -26.2% |
| 6M | -40.6% | +2.6% | -43.2% | -41.0% |
| YTD | -24.6% | +11.2% | -35.8% | -32.4% |
| 1Y | -30.8% | +13.4% | -44.2% | -38.8% |
| 3Y | +811.7% | +79.9% | +731.8% | +387.5% |
| 5Y | +1,838.4% | +72.2% | +1,766.3% | +1,002.9% |
| 10Y | +1,751.5% | +307.3% | +1,444.2% | +329.5% |
| All | +1,751.5% | +315.0% | +1,436.5% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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