+23.5%
CLW vs SPY
+1,142.1%
-1,118.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +3.7% | -0.6% | +4.2% | +4.1% |
| 30D | -26.8% | -3.7% | -23.1% | -24.5% |
| 3M | -39.2% | -2.7% | -36.4% | -37.8% |
| 6M | +1.6% | +2.2% | -0.6% | -1.5% |
| YTD | -20.2% | +10.8% | -31.0% | -28.1% |
| 1Y | -22.3% | +11.2% | -33.5% | -30.3% |
| 3Y | -60.6% | +76.5% | -137.1% | -77.6% |
| 5Y | -63.7% | +72.9% | -136.6% | -79.5% |
| 10Y | -74.7% | +304.8% | -379.5% | -94.5% |
| All | +23.5% | +1,142.1% | -1,118.6% | -94.9% |
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