+891.5%
CLS vs SPYG
+93.4%
+798.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +5.2% |
| 7D | +23.5% | +4.2% | +19.3% | +13.2% |
| 30D | -28.9% | -7.4% | -21.5% | -14.4% |
| 3M | -25.2% | -5.3% | -19.9% | -13.6% |
| 6M | -32.1% | -1.2% | -30.9% | -26.9% |
| YTD | -14.1% | +9.0% | -23.1% | -23.8% |
| 1Y | -24.1% | +8.8% | -32.9% | -31.1% |
| All | +891.5% | +93.4% | +798.2% | +223.7% |
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