+118.0%
CLSE vs SPY
+87.4%
+30.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -7.0% | -2.4% | -4.6% | -5.7% |
| 3M | -4.0% | -1.2% | -2.9% | -3.4% |
| 6M | -3.0% | +3.3% | -6.3% | -4.9% |
| YTD | +17.2% | +12.3% | +4.9% | +9.6% |
| 1Y | +19.3% | +12.4% | +6.8% | +11.5% |
| 3Y | +93.9% | +78.8% | +15.1% | +42.3% |
| All | +118.0% | +87.4% | +30.6% | +55.2% |
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 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