+20.3%
SGOV vs CLS
+4,689.7%
-4,669.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | +0.1% |
| 30D | +0.3% | +4.8% | -4.5% | +0.3% |
| 3M | +0.9% | -10.4% | +11.3% | +0.9% |
| 6M | +1.8% | +20.8% | -19.0% | +1.8% |
| YTD | +2.5% | +10.0% | -7.5% | +2.5% |
| 1Y | +3.8% | +28.5% | -24.7% | +3.8% |
| 3Y | +14.4% | +1,292.2% | -1,277.8% | +14.3% |
| 5Y | +20.1% | +3,616.8% | -3,596.7% | +20.1% |
| All | +20.3% | +4,689.7% | -4,669.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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