+4,128.0%
CLH vs SPY
+3,091.8%
+1,036.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +2.5% | +0.1% | +2.5% | +2.5% |
| 3M | +10.5% | +2.0% | +8.5% | +8.2% |
| 6M | +8.2% | +13.0% | -4.8% | -2.7% |
| YTD | +35.2% | +13.5% | +21.7% | +21.1% |
| 1Y | +29.4% | +20.0% | +9.4% | +10.7% |
| 3Y | +82.9% | +77.2% | +5.7% | +13.9% |
| 5Y | +208.9% | +81.9% | +127.0% | +87.9% |
| 10Y | +565.6% | +314.1% | +251.6% | +128.5% |
| All | +4,128.0% | +3,091.8% | +1,036.2% | +372.3% |
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