+88.3%
CLOU vs SPY
+194.6%
-106.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +3.5% | +0.1% | +3.5% | +3.6% |
| 3M | +12.1% | +2.0% | +10.1% | +9.5% |
| 6M | +42.8% | +13.0% | +29.8% | +24.1% |
| YTD | +22.9% | +13.5% | +9.3% | +6.3% |
| 1Y | +23.5% | +20.0% | +3.5% | +0.4% |
| 3Y | +34.6% | +77.2% | -42.6% | -28.8% |
| 5Y | -10.1% | +81.9% | -91.9% | -52.9% |
| All | +88.3% | +194.6% | -106.3% | -37.3% |
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