+59.2%
CLFD vs SPY
+313.4%
-254.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -15.2% | +0.1% | -15.2% | -15.2% |
| 3M | -35.6% | +2.0% | -37.6% | -36.6% |
| 6M | -9.9% | +13.0% | -22.9% | -22.2% |
| YTD | -1.7% | +13.5% | -15.3% | -15.4% |
| 1Y | -13.3% | +20.0% | -33.3% | -30.1% |
| 3Y | -19.5% | +77.2% | -96.7% | -59.5% |
| 5Y | -37.7% | +81.9% | -119.6% | -68.4% |
| All | +59.2% | +313.4% | -254.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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