+509.5%
CLH vs SPY
+311.8%
+197.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.5% |
| 30D | -9.1% | -2.4% | -6.7% | -7.0% |
| 3M | -6.9% | -1.2% | -5.8% | -6.1% |
| 6M | -1.2% | +3.3% | -4.5% | -5.6% |
| YTD | +23.7% | +12.3% | +11.4% | +7.4% |
| 1Y | +39.9% | +12.4% | +27.5% | +21.3% |
| 3Y | +79.8% | +78.8% | +1.0% | -8.8% |
| 5Y | +174.2% | +75.2% | +99.0% | +41.3% |
| 10Y | +509.5% | +311.1% | +198.4% | +29.8% |
| All | +509.5% | +311.8% | +197.8% | +29.8% |
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