+120.3%
CLSE vs SPY
+86.8%
+33.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.7% | +3.3% | -0.6% | +0.8% |
| 30D | -6.2% | -2.7% | -3.5% | -4.7% |
| 3M | -3.7% | -1.7% | -1.9% | -2.8% |
| 6M | -1.6% | +3.1% | -4.7% | -3.4% |
| YTD | +18.4% | +11.9% | +6.5% | +11.0% |
| 1Y | +20.4% | +12.0% | +8.4% | +12.8% |
| 3Y | +95.9% | +78.2% | +17.7% | +44.1% |
| All | +120.3% | +86.8% | +33.5% | +57.2% |
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