-76.2%
CLW vs SPY
+307.0%
-383.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +9.7% | +2.6% | +7.1% | +7.5% |
| 30D | -21.1% | -2.0% | -19.1% | -20.3% |
| 3M | -33.7% | -2.8% | -30.9% | -32.5% |
| 6M | +7.8% | +2.1% | +5.6% | +5.2% |
| YTD | -16.3% | +11.5% | -27.8% | -23.5% |
| 1Y | -21.5% | +13.5% | -35.0% | -29.3% |
| 3Y | -57.6% | +77.7% | -135.3% | -73.0% |
| 5Y | -62.7% | +72.6% | -135.4% | -76.0% |
| All | -76.2% | +307.0% | -383.2% | -93.5% |
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