+3,237.1%
CLS vs SPYM
+829.4%
+2,407.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -13.9% | +0.1% | -14.0% | -13.7% |
| 3M | -26.6% | +2.0% | -28.6% | -27.4% |
| 6M | +15.4% | +13.1% | +2.4% | +1.5% |
| YTD | +5.7% | +13.6% | -8.0% | -7.5% |
| 1Y | +41.1% | +20.1% | +21.1% | +17.1% |
| 3Y | +1,228.6% | +77.6% | +1,151.0% | +649.8% |
| 5Y | +3,240.6% | +82.5% | +3,158.1% | +1,752.8% |
| 10Y | +2,760.3% | +317.6% | +2,442.8% | +546.8% |
| All | +3,237.1% | +829.4% | +2,407.7% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling