-58.0%
CLRO vs SPY
+72.1%
-130.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -32.7% | +2.6% | -35.3% | -33.6% |
| 30D | +7.7% | -2.0% | +9.6% | +8.9% |
| 3M | -40.6% | -2.8% | -37.8% | -39.7% |
| 6M | +2.1% | +2.1% | 0.0% | +1.2% |
| YTD | -33.8% | +11.5% | -45.3% | -37.6% |
| 1Y | -33.7% | +13.5% | -47.1% | -37.9% |
| 3Y | -51.1% | +77.7% | -128.8% | -62.9% |
| All | -58.0% | +72.1% | -130.1% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling