+131.6%
CLSE vs SPY
+88.1%
+43.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | +1.3% | -1.1% | +2.3% | +1.9% |
| 3M | +0.5% | +3.9% | -3.4% | -1.7% |
| 6M | +21.5% | +13.6% | +7.9% | +12.9% |
| YTD | +24.5% | +12.7% | +11.8% | +16.3% |
| 1Y | +33.0% | +17.5% | +15.5% | +21.4% |
| 3Y | +113.2% | +76.9% | +36.3% | +57.3% |
| All | +131.6% | +88.1% | +43.6% | +64.7% |
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