-51.7%
CLOV vs SPY
+166.0%
-217.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.6% |
| 7D | +14.9% | -0.6% | +15.5% | +15.9% |
| 30D | +2.9% | -3.7% | +6.6% | +8.7% |
| 3M | +7.9% | -2.7% | +10.6% | +12.4% |
| 6M | +58.0% | +2.2% | +55.8% | +52.6% |
| YTD | +109.8% | +10.8% | +99.0% | +80.1% |
| 1Y | +89.6% | +11.2% | +78.4% | +62.3% |
| 3Y | +446.0% | +76.5% | +369.5% | +122.3% |
| 5Y | -31.3% | +72.9% | -104.3% | -70.3% |
| All | -51.7% | +166.0% | -217.7% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling