+981.5%
SPY vs CLS
+2,301.8%
-1,320.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.9% | -5.5% | +0.9% |
| 7D | +0.1% | -10.6% | +10.6% | +1.9% |
| 30D | -3.3% | -38.4% | +35.1% | +4.8% |
| 3M | -2.4% | -29.9% | +27.4% | +2.5% |
| 6M | +2.6% | -40.6% | +43.2% | +9.3% |
| YTD | +11.2% | -24.6% | +35.8% | +11.1% |
| 1Y | +13.4% | -30.8% | +44.2% | +14.0% |
| 3Y | +79.9% | +811.7% | -731.8% | +0.9% |
| 5Y | +72.2% | +1,838.4% | -1,766.3% | -18.7% |
| 10Y | +307.3% | +1,751.5% | -1,444.2% | +80.3% |
| All | +981.5% | +2,301.8% | -1,320.3% | +193.2% |
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