-7.9%
CLAR vs SPY
+308.5%
-316.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +21.6% | +3.3% | +18.4% | +17.3% |
| 30D | +46.0% | -2.7% | +48.7% | +50.3% |
| 3M | +41.5% | -1.7% | +43.2% | +44.2% |
| 6M | +99.8% | +3.1% | +96.7% | +92.4% |
| YTD | +58.3% | +11.9% | +46.4% | +39.7% |
| 1Y | +54.8% | +12.0% | +42.8% | +36.4% |
| 3Y | +11.7% | +78.2% | -66.5% | -41.7% |
| 5Y | -80.0% | +73.2% | -153.2% | -89.0% |
| All | -7.9% | +308.5% | -316.4% | -78.3% |
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