-19.8%
CLRO vs SPY
+2,945.2%
-2,965.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.4% | -4.8% | -7.4% |
| 7D | -9.2% | -4.7% | -4.5% | -7.1% |
| 30D | +12.1% | -5.9% | +18.0% | +15.2% |
| 3M | +23.4% | -4.5% | +27.9% | +25.8% |
| 6M | +28.2% | +1.8% | +26.5% | +27.4% |
| YTD | -10.8% | +8.3% | -19.1% | -13.9% |
| 1Y | -12.9% | +9.3% | -22.2% | -16.0% |
| 3Y | -34.1% | +74.9% | -109.0% | -47.5% |
| 5Y | -47.6% | +67.3% | -114.8% | -57.8% |
| 10Y | -92.2% | +311.6% | -403.8% | -95.7% |
| All | -19.8% | +2,945.2% | -2,965.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling