+2,029.3%
CLS vs SPY
+308.5%
+1,720.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.1% |
| 7D | +23.5% | +3.3% | +20.2% | +18.1% |
| 30D | -28.9% | -2.7% | -26.2% | -25.2% |
| 3M | -25.2% | -1.7% | -23.4% | -22.0% |
| 6M | -32.1% | +3.1% | -35.2% | -33.0% |
| YTD | -14.1% | +11.9% | -26.0% | -23.5% |
| 1Y | -24.1% | +12.0% | -36.1% | -31.8% |
| 3Y | +897.0% | +78.2% | +818.8% | +438.5% |
| 5Y | +2,089.9% | +73.2% | +2,016.7% | +1,135.9% |
| All | +2,029.3% | +308.5% | +1,720.8% | +392.9% |
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