-85.9%
CLWT vs SPY
+1,486.9%
-1,572.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.6% |
| 7D | -10.4% | -0.9% | -9.5% | -9.7% |
| 30D | -43.7% | -2.4% | -41.4% | -42.9% |
| 3M | -27.1% | -1.2% | -26.0% | -26.6% |
| 6M | 0.0% | +3.3% | -3.3% | -1.7% |
| YTD | +0.8% | +12.3% | -11.5% | -5.4% |
| 1Y | +3.4% | +12.4% | -9.0% | -3.1% |
| 3Y | -12.6% | +78.8% | -91.4% | -37.5% |
| 5Y | -62.0% | +75.2% | -137.1% | -72.5% |
| 10Y | -42.9% | +311.1% | -354.0% | -74.8% |
| All | -85.9% | +1,486.9% | -1,572.9% | -97.3% |
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 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