+311.5%
SPY vs CLS
+2,932.8%
-2,621.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.2% | -1.5% |
| 7D | +0.5% | +12.8% | -12.2% | -1.7% |
| 30D | -0.9% | +3.8% | -4.8% | -2.0% |
| 3M | +3.9% | -14.6% | +18.5% | +5.4% |
| 6M | +14.5% | +32.2% | -17.7% | +5.3% |
| YTD | +12.9% | +11.6% | +1.3% | +6.1% |
| 1Y | +19.4% | +35.1% | -15.7% | +6.1% |
| 3Y | +78.5% | +1,312.5% | -1,234.1% | -13.6% |
| 5Y | +81.8% | +3,542.1% | -3,460.3% | -32.1% |
| 10Y | +311.5% | +2,944.0% | -2,632.5% | +36.1% |
| All | +311.5% | +2,932.8% | -2,621.3% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling