+2,281.6%
CLS vs SPYM
+810.5%
+1,471.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.5% | +4.9% |
| 7D | -10.6% | +0.1% | -10.6% | -10.3% |
| 30D | -38.4% | -3.3% | -35.1% | -35.1% |
| 3M | -29.9% | -2.4% | -27.5% | -26.7% |
| 6M | -40.6% | +2.6% | -43.2% | -41.0% |
| YTD | -24.6% | +11.3% | -35.9% | -31.5% |
| 1Y | -30.8% | +13.5% | -44.3% | -37.9% |
| 3Y | +811.7% | +80.3% | +731.5% | +410.8% |
| 5Y | +1,838.4% | +72.7% | +1,765.7% | +1,057.3% |
| 10Y | +1,751.5% | +312.2% | +1,439.3% | +331.4% |
| All | +2,281.6% | +810.5% | +1,471.1% | +116.9% |
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