-67.1%
CLRO vs SPY
+82.0%
-149.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +38.3% | +0.1% | +38.3% | +38.2% |
| 3M | +52.4% | +2.0% | +50.4% | +50.9% |
| 6M | +11.4% | +13.0% | -1.6% | +4.4% |
| YTD | 0.0% | +13.5% | -13.5% | -6.6% |
| 1Y | +22.7% | +20.0% | +2.7% | +12.1% |
| 3Y | -44.4% | +77.2% | -121.6% | -58.0% |
| All | -67.1% | +82.0% | -149.1% | -74.3% |
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