+75.0%
SPY vs CLS
+703.9%
-628.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.7% | -22.2% | +19.5% | 0.0% |
| 30D | -5.4% | -44.4% | +39.0% | +0.9% |
| 3M | -4.1% | -34.3% | +30.2% | -0.1% |
| 6M | +0.7% | -50.1% | +50.8% | +7.3% |
| YTD | +8.7% | -30.1% | +38.8% | +9.4% |
| 1Y | +10.9% | -39.3% | +50.2% | +13.0% |
| 3Y | +75.0% | +732.7% | -657.7% | +12.0% |
| All | +75.0% | +703.9% | -628.9% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling