+2,944.0%
CLS vs SPY
+311.3%
+2,632.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.2% | +6.4% |
| 7D | +12.8% | +0.5% | +12.2% | +11.9% |
| 30D | +3.8% | -0.9% | +4.8% | +5.5% |
| 3M | -14.6% | +3.9% | -18.5% | -18.3% |
| 6M | +32.2% | +14.5% | +17.7% | +12.1% |
| YTD | +11.6% | +12.9% | -1.3% | -3.2% |
| 1Y | +35.1% | +19.4% | +15.7% | +10.3% |
| 3Y | +1,312.5% | +78.5% | +1,234.1% | +654.4% |
| 5Y | +3,542.1% | +81.8% | +3,460.3% | +1,824.4% |
| 10Y | +2,944.0% | +311.5% | +2,632.5% | +656.8% |
| All | +2,944.0% | +311.3% | +2,632.7% | +656.8% |
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