-93.7%
CLRO vs SPY
+311.8%
-405.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.3% | -9.5% | -8.7% |
| 7D | -23.6% | -0.9% | -22.7% | -23.3% |
| 30D | -7.5% | -2.4% | -5.2% | -6.5% |
| 3M | -39.8% | -1.2% | -38.7% | -39.6% |
| 6M | +18.6% | +3.3% | +15.3% | +17.1% |
| YTD | -25.0% | +12.3% | -37.2% | -28.7% |
| 1Y | -27.5% | +12.4% | -40.0% | -30.9% |
| 3Y | -44.6% | +78.8% | -123.4% | -55.8% |
| 5Y | -52.1% | +75.2% | -127.2% | -61.6% |
| 10Y | -93.7% | +311.1% | -404.8% | -96.1% |
| All | -93.7% | +311.8% | -405.5% | -96.1% |
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 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