+838.1%
CLS vs SPY
+78.1%
+760.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.5% |
| 7D | +16.3% | +2.6% | +13.7% | +9.5% |
| 30D | -25.7% | -2.0% | -23.7% | -20.9% |
| 3M | -30.9% | -2.8% | -28.1% | -24.4% |
| 6M | -35.5% | +2.1% | -37.6% | -36.2% |
| YTD | -18.7% | +11.5% | -30.2% | -33.8% |
| 1Y | -17.9% | +13.5% | -31.4% | -35.0% |
| 3Y | +838.1% | +77.7% | +760.4% | +186.9% |
| All | +838.1% | +78.1% | +760.0% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling