+260.3%
CLS vs SPYG
+533.7%
-273.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.9% |
| 7D | +23.5% | +4.2% | +19.3% | +17.6% |
| 30D | -28.9% | -7.4% | -21.5% | -20.6% |
| 3M | -25.2% | -5.3% | -19.9% | -18.3% |
| 6M | -32.1% | -1.2% | -30.9% | -28.4% |
| YTD | -14.1% | +9.0% | -23.1% | -18.4% |
| 1Y | -24.1% | +8.8% | -32.9% | -26.7% |
| 3Y | +897.0% | +92.8% | +804.2% | +443.4% |
| 5Y | +2,089.9% | +69.3% | +2,020.6% | +1,270.8% |
| 10Y | +2,022.2% | +398.4% | +1,623.8% | +259.3% |
| All | +260.3% | +533.7% | -273.4% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling