+1,003.9%
SPY vs CLS
+3,265.4%
-2,261.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.1% | +4.6% | -4.5% | -0.9% |
| 30D | +0.1% | -13.9% | +13.9% | +2.2% |
| 3M | +2.0% | -26.6% | +28.6% | +6.3% |
| 6M | +13.0% | +15.4% | -2.4% | +6.5% |
| YTD | +13.5% | +5.7% | +7.9% | +7.8% |
| 1Y | +20.0% | +41.1% | -21.2% | +5.9% |
| 3Y | +77.2% | +1,228.6% | -1,151.4% | -6.5% |
| 5Y | +81.9% | +3,240.6% | -3,158.8% | -21.9% |
| 10Y | +314.1% | +2,760.3% | -2,446.3% | +70.9% |
| All | +1,003.9% | +3,265.4% | -2,261.5% | +184.5% |
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