-86.2%
CLWT vs SPY
+1,472.1%
-1,558.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.4% |
| 7D | -9.2% | +0.1% | -9.2% | -9.0% |
| 30D | -12.5% | -3.3% | -9.2% | -10.8% |
| 3M | -25.2% | -2.4% | -22.7% | -24.1% |
| 6M | +1.7% | +2.6% | -0.9% | +0.4% |
| YTD | -0.8% | +11.2% | -12.1% | -6.6% |
| 1Y | +0.8% | +13.4% | -12.5% | -6.0% |
| 3Y | -15.8% | +79.9% | -95.7% | -40.0% |
| 5Y | -61.9% | +72.2% | -134.1% | -72.3% |
| 10Y | -39.8% | +307.3% | -347.2% | -73.3% |
| All | -86.2% | +1,472.1% | -1,558.2% | -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