+39.9%
CLH vs SPY
+13.0%
+26.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -9.1% | -2.4% | -6.7% | -8.4% |
| 3M | -6.9% | -1.2% | -5.8% | -6.5% |
| 6M | -1.2% | +3.3% | -4.5% | -2.5% |
| YTD | +23.7% | +12.3% | +11.4% | +13.9% |
| 1Y | +39.9% | +12.4% | +27.5% | +28.9% |
| All | +39.9% | +13.0% | +26.9% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling