+798.8%
CLFD vs SPY
+3,091.8%
-2,293.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 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% | -36.2% |
| 6M | -9.9% | +13.0% | -22.9% | -18.0% |
| YTD | -1.7% | +13.5% | -15.3% | -10.7% |
| 1Y | -13.3% | +20.0% | -33.3% | -24.5% |
| 3Y | -19.5% | +77.2% | -96.7% | -48.0% |
| 5Y | -37.7% | +81.9% | -119.6% | -59.0% |
| 10Y | +59.2% | +314.1% | -254.9% | -40.1% |
| All | +798.8% | +3,091.8% | -2,293.0% | +96.3% |
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