+801.0%
CLFD vs SPY
+2,945.2%
-2,144.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.2% | -8.9% |
| 7D | -13.7% | -4.7% | -8.9% | -9.6% |
| 30D | -14.9% | -5.9% | -9.0% | -9.8% |
| 3M | -15.0% | -4.5% | -10.4% | -10.9% |
| 6M | -3.7% | +1.8% | -5.4% | -3.6% |
| YTD | -1.5% | +8.3% | -9.8% | -6.2% |
| 1Y | -13.4% | +9.3% | -22.7% | -18.0% |
| 3Y | +10.9% | +74.9% | -64.0% | -27.0% |
| 5Y | -54.7% | +67.3% | -122.0% | -68.0% |
| 10Y | +75.7% | +311.6% | -235.9% | -32.7% |
| All | +801.0% | +2,945.2% | -2,144.2% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling