+41.0%
CLS vs SPYG
+17.9%
+23.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +4.5% |
| 7D | +10.9% | -0.9% | +11.8% | +13.5% |
| 30D | +2.1% | -1.5% | +3.6% | +6.6% |
| 3M | -10.2% | +3.7% | -13.9% | -16.7% |
| 6M | +30.4% | +16.4% | +14.0% | -7.6% |
| YTD | +17.2% | +13.3% | +3.9% | -9.2% |
| 1Y | +41.0% | +17.9% | +23.2% | +0.3% |
| All | +41.0% | +17.9% | +23.1% | +0.3% |
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