+501.7%
SPCX vs CLS
+389.7%
+112.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.9% | -2.0% | -7.9% |
| 7D | +4.2% | -10.6% | +14.7% | +21.5% |
| 30D | -12.6% | -38.4% | +25.8% | +76.4% |
| 3M | +6.7% | -29.9% | +36.6% | +46.9% |
| 6M | +546.4% | -23.7% | +570.1% | +832.3% |
| YTD | +552.1% | -24.6% | +576.7% | +839.8% |
| 1Y | +453.2% | -30.8% | +484.0% | +697.5% |
| All | +501.7% | +389.7% | +112.0% | +716.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling