-67.2%
CLW vs SPY
+312.5%
-379.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.6% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -12.7% | -1.4% | -11.4% | -11.8% |
| 3M | +22.2% | +3.7% | +18.5% | +18.3% |
| 6M | +37.0% | +13.0% | +24.0% | +24.1% |
| YTD | +14.5% | +12.4% | +2.1% | +4.4% |
| 1Y | -6.6% | +18.5% | -25.1% | -18.3% |
| 3Y | -43.6% | +77.6% | -121.2% | -64.0% |
| 5Y | -41.3% | +81.7% | -122.9% | -63.8% |
| 10Y | -67.2% | +319.7% | -386.8% | -90.8% |
| All | -67.2% | +312.5% | -379.7% | -90.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling