+497.1%
CLH vs SPY
+307.0%
+190.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.4% | +2.6% | +0.8% | +0.6% |
| 30D | -8.0% | -2.0% | -6.0% | -6.2% |
| 3M | -8.3% | -2.8% | -5.5% | -5.8% |
| 6M | -3.0% | +2.1% | -5.2% | -6.3% |
| YTD | +25.3% | +11.5% | +13.8% | +9.7% |
| 1Y | +43.8% | +13.5% | +30.4% | +23.4% |
| 3Y | +82.1% | +77.7% | +4.4% | -7.0% |
| 5Y | +176.9% | +72.6% | +104.3% | +45.2% |
| All | +497.1% | +307.0% | +190.0% | +27.6% |
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