+3,688.0%
CLH vs SPY
+2,954.7%
+733.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | -6.0% | -2.7% | -3.3% | -3.9% |
| 30D | -10.0% | -5.4% | -4.6% | -5.9% |
| 3M | -7.7% | -4.1% | -3.6% | -4.7% |
| 6M | -1.3% | +0.7% | -2.1% | -2.6% |
| YTD | +21.2% | +8.7% | +12.5% | +12.3% |
| 1Y | +38.5% | +10.9% | +27.6% | +26.2% |
| 3Y | +84.0% | +75.0% | +9.0% | +15.5% |
| 5Y | +167.8% | +67.8% | +100.0% | +73.6% |
| 10Y | +545.4% | +312.9% | +232.5% | +122.5% |
| All | +3,688.0% | +2,954.7% | +733.3% | +337.6% |
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 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