+2,104.6%
CLS vs SPY
+951.0%
+1,153.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.1% |
| 7D | -22.2% | -2.7% | -19.5% | -18.9% |
| 30D | -44.4% | -5.4% | -39.0% | -39.4% |
| 3M | -34.3% | -4.1% | -30.2% | -29.5% |
| 6M | -50.1% | +0.7% | -50.8% | -49.2% |
| YTD | -30.1% | +8.7% | -38.8% | -35.1% |
| 1Y | -39.3% | +10.9% | -50.2% | -44.5% |
| 3Y | +732.7% | +75.0% | +657.7% | +349.8% |
| 5Y | +1,777.2% | +67.8% | +1,709.4% | +981.8% |
| 10Y | +1,645.6% | +312.9% | +1,332.8% | +207.5% |
| All | +2,104.6% | +951.0% | +1,153.6% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling