-51.3%
CLSX vs SPY
+16.8%
-68.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +0.9% | +12.7% | +7.5% |
| 7D | +15.4% | -0.8% | +16.1% | +22.2% |
| 30D | +16.7% | -1.1% | +17.8% | +26.8% |
| 3M | -45.1% | +3.9% | -48.9% | -58.0% |
| 6M | +23.2% | +13.6% | +9.6% | -45.3% |
| YTD | -11.1% | +12.7% | -23.8% | -54.7% |
| All | -51.3% | +16.8% | -68.1% | -77.5% |
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