-29.6%
CLS vs SPYG
+10.8%
-40.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.3% | -12.2% |
| 7D | -21.1% | -2.8% | -18.4% | -15.2% |
| 30D | -38.2% | -6.2% | -32.0% | -26.5% |
| 3M | -36.3% | -3.6% | -32.7% | -28.7% |
| 6M | -43.8% | +4.8% | -48.6% | -48.1% |
| YTD | -20.0% | +11.0% | -31.0% | -33.4% |
| 1Y | -29.6% | +11.2% | -40.8% | -39.8% |
| All | -29.6% | +10.8% | -40.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling