+129.9%
CLSE vs SPY
+88.5%
+41.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | +0.7% | -0.9% | +1.7% | +1.3% |
| 3M | +0.4% | +3.9% | -3.4% | -1.8% |
| 6M | +22.8% | +14.5% | +8.3% | +13.7% |
| YTD | +23.6% | +12.9% | +10.6% | +15.2% |
| 1Y | +35.2% | +19.4% | +15.9% | +22.4% |
| 3Y | +113.6% | +78.5% | +35.2% | +56.9% |
| All | +129.9% | +88.5% | +41.4% | +63.2% |
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