-53.7%
CLSX vs SPY
+16.5%
-70.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -0.1% |
| 7D | +35.4% | -0.4% | +35.8% | +39.7% |
| 30D | +21.3% | -1.4% | +22.6% | +33.9% |
| 3M | -47.0% | +3.7% | -50.7% | -58.5% |
| 6M | +22.5% | +13.0% | +9.4% | -43.8% |
| YTD | -15.5% | +12.4% | -27.9% | -56.5% |
| All | -53.7% | +16.5% | -70.2% | -78.4% |
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