-58.3%
CLOV vs SPY
+172.5%
-230.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +6.6% | +2.0% | +4.6% | +3.0% |
| 6M | +97.0% | +13.0% | +84.0% | +64.3% |
| YTD | +81.1% | +13.5% | +67.5% | +49.9% |
| 1Y | +58.2% | +20.0% | +38.2% | +21.7% |
| 3Y | +219.9% | +77.2% | +142.7% | +29.4% |
| 5Y | -51.9% | +81.9% | -133.7% | -80.4% |
| All | -58.3% | +172.5% | -230.8% | -87.1% |
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