-94.5%
CLRO vs SPY
+307.0%
-401.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -32.7% | +2.6% | -35.3% | -33.5% |
| 30D | +7.7% | -2.0% | +9.6% | +8.6% |
| 3M | -40.6% | -2.8% | -37.8% | -39.9% |
| 6M | +2.1% | +2.1% | 0.0% | +1.3% |
| YTD | -33.8% | +11.5% | -45.3% | -36.9% |
| 1Y | -33.7% | +13.5% | -47.1% | -37.1% |
| 3Y | -51.1% | +77.7% | -128.8% | -60.9% |
| 5Y | -55.8% | +72.6% | -128.4% | -64.4% |
| All | -94.5% | +307.0% | -401.5% | -96.6% |
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