-20.2%
CLWT vs SPY
+312.5%
-332.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +7.6% | -1.4% | +9.0% | +8.2% |
| 3M | +32.0% | +3.7% | +28.3% | +30.1% |
| 6M | +28.0% | +13.0% | +15.0% | +21.6% |
| YTD | +40.8% | +12.4% | +28.4% | +33.9% |
| 1Y | +25.2% | +18.5% | +6.7% | +16.2% |
| 3Y | +6.6% | +77.6% | -71.0% | -19.1% |
| 5Y | -49.1% | +81.7% | -130.8% | -61.9% |
| 10Y | -20.2% | +319.7% | -339.9% | -53.3% |
| All | -20.2% | +312.5% | -332.8% | -53.3% |
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