+3,682.3%
CLS vs SPYG
+83.9%
+3,598.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | +20.1% | +0.3% | +19.8% | +19.6% |
| 30D | +6.0% | -1.7% | +7.7% | +9.3% |
| 3M | -10.3% | +3.6% | -13.9% | -13.9% |
| 6M | +24.5% | +16.6% | +7.9% | +1.9% |
| YTD | +12.9% | +13.4% | -0.5% | -3.1% |
| 1Y | +36.7% | +19.6% | +17.1% | +11.4% |
| 3Y | +1,328.1% | +99.8% | +1,228.3% | +600.1% |
| 5Y | +3,682.3% | +85.0% | +3,597.4% | +1,819.9% |
| All | +3,682.3% | +83.9% | +3,598.4% | +1,819.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling