+1,249.5%
CLS vs SPYG
+96.8%
+1,152.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -0.7% |
| 7D | +5.0% | -1.8% | +6.8% | +9.1% |
| 30D | +4.8% | -1.9% | +6.7% | +9.8% |
| 3M | -10.4% | +5.2% | -15.5% | -18.3% |
| 6M | +20.8% | +15.6% | +5.3% | -8.2% |
| YTD | +10.0% | +12.4% | -2.4% | -10.7% |
| 1Y | +28.5% | +17.5% | +11.1% | -2.0% |
| All | +1,249.5% | +96.8% | +1,152.7% | +313.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling