+69.4%
CLFD vs SPY
+312.9%
-243.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.7% |
| 7D | -10.6% | -2.7% | -7.9% | -6.9% |
| 30D | -13.0% | -5.4% | -7.6% | -5.7% |
| 3M | +7.4% | -4.1% | +11.5% | +14.5% |
| 6M | -5.4% | +0.7% | -6.2% | -4.3% |
| YTD | -1.8% | +8.7% | -10.5% | -9.6% |
| 1Y | -12.6% | +10.9% | -23.5% | -21.3% |
| 3Y | +11.3% | +75.0% | -63.7% | -42.3% |
| 5Y | -54.9% | +67.8% | -122.7% | -74.6% |
| All | +69.4% | +312.9% | -243.4% | -65.8% |
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