-65.4%
CLW vs SPY
+67.4%
-132.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | 0.0% | -2.7% | +2.7% | +1.8% |
| 30D | -31.4% | -5.4% | -26.0% | -28.9% |
| 3M | -42.0% | -4.1% | -37.9% | -40.4% |
| 6M | -6.7% | +0.7% | -7.5% | -7.8% |
| YTD | -23.7% | +8.7% | -32.4% | -28.4% |
| 1Y | -27.8% | +10.9% | -38.7% | -33.2% |
| 3Y | -63.4% | +75.0% | -138.4% | -74.3% |
| All | -65.4% | +67.4% | -132.7% | -75.5% |
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 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