+3,154.0%
CLS vs SPYM
+325.3%
+2,828.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +5.4% |
| 7D | +10.9% | -0.8% | +11.7% | +12.2% |
| 30D | +2.1% | -1.1% | +3.2% | +3.9% |
| 3M | -10.2% | +3.9% | -14.1% | -14.0% |
| 6M | +30.4% | +13.6% | +16.8% | +11.9% |
| YTD | +17.2% | +12.7% | +4.5% | +2.0% |
| 1Y | +41.0% | +17.6% | +23.4% | +17.8% |
| 3Y | +1,338.0% | +77.2% | +1,260.7% | +678.5% |
| 5Y | +3,860.6% | +84.1% | +3,776.4% | +1,976.9% |
| All | +3,154.0% | +325.3% | +2,828.7% | +713.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling