+33.2%
CLOV vs SPY
+14.6%
+18.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.7% | +7.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.3% |
| 30D | +0.2% | -1.0% | +1.2% | +1.5% |
| 3M | +9.8% | -0.3% | +10.2% | +10.5% |
| 6M | +77.0% | +7.3% | +69.6% | +62.8% |
| YTD | +99.6% | +13.3% | +86.2% | +70.2% |
| 1Y | +33.2% | +14.8% | +18.5% | +10.4% |
| All | +33.2% | +14.6% | +18.6% | +10.4% |
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