+41.4%
CLOZ vs SPY
+99.7%
-58.3%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -0.7% | -2.4% | +1.6% | -0.5% |
| 3M | +0.2% | -1.2% | +1.4% | +0.3% |
| 6M | +1.6% | +3.3% | -1.7% | +1.2% |
| YTD | +3.8% | +12.3% | -8.5% | +2.4% |
| 1Y | +4.8% | +12.4% | -7.6% | +3.4% |
| 3Y | +26.9% | +78.8% | -52.0% | +21.7% |
| All | +41.4% | +99.7% | -58.3% | +36.4% |
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 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