+86.0%
CLW vs SPY
+1,172.5%
-1,086.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -8.1% | +0.1% | -8.1% | -8.2% |
| 3M | +30.8% | +2.0% | +28.8% | +27.7% |
| 6M | +40.8% | +13.0% | +27.8% | +24.7% |
| YTD | +20.2% | +13.5% | +6.7% | +6.3% |
| 1Y | -4.6% | +20.0% | -24.5% | -20.1% |
| 3Y | -44.9% | +77.2% | -122.0% | -68.7% |
| 5Y | -39.0% | +81.9% | -120.9% | -67.2% |
| 10Y | -66.9% | +314.1% | -381.0% | -93.0% |
| All | +86.0% | +1,172.5% | -1,086.6% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling