+1,914.6%
CLS vs SPYG
+393.2%
+1,521.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.2% |
| 7D | +16.3% | +2.3% | +13.9% | +13.2% |
| 30D | -25.7% | -6.5% | -19.2% | -17.9% |
| 3M | -30.9% | -6.8% | -24.0% | -22.6% |
| 6M | -35.5% | -3.1% | -32.3% | -30.0% |
| YTD | -18.7% | +8.0% | -26.7% | -21.8% |
| 1Y | -17.9% | +10.2% | -28.1% | -22.1% |
| 3Y | +838.1% | +91.0% | +747.1% | +450.0% |
| 5Y | +1,971.9% | +67.7% | +1,904.1% | +1,266.3% |
| All | +1,914.6% | +393.2% | +1,521.4% | +375.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling