+2,614.0%
CLS vs SPYM
+816.1%
+1,797.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +5.0% |
| 7D | +23.5% | +3.3% | +20.3% | +18.8% |
| 30D | -28.9% | -2.6% | -26.3% | -25.7% |
| 3M | -25.2% | -1.7% | -23.4% | -22.4% |
| 6M | -32.1% | +3.1% | -35.2% | -32.8% |
| YTD | -14.1% | +12.0% | -26.1% | -22.4% |
| 1Y | -24.1% | +12.1% | -36.2% | -30.9% |
| 3Y | +897.0% | +78.5% | +818.4% | +464.6% |
| 5Y | +2,089.9% | +73.8% | +2,016.1% | +1,197.7% |
| 10Y | +2,022.2% | +312.5% | +1,709.7% | +394.0% |
| All | +2,614.0% | +816.1% | +1,797.9% | +145.4% |
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