-47.6%
CLRO vs SPY
+67.0%
-114.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.4% | -4.8% | -7.2% |
| 7D | -9.2% | -4.7% | -4.5% | -6.8% |
| 30D | +12.1% | -5.9% | +18.0% | +15.7% |
| 3M | +23.4% | -4.5% | +27.9% | +26.3% |
| 6M | +28.2% | +1.8% | +26.5% | +27.1% |
| YTD | -10.8% | +8.3% | -19.1% | -14.7% |
| 1Y | -12.9% | +9.3% | -22.2% | -16.8% |
| 3Y | -34.1% | +74.9% | -109.0% | -49.6% |
| 5Y | -47.6% | +67.3% | -114.8% | -56.3% |
| All | -47.6% | +67.0% | -114.6% | -56.3% |
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