-15.4%
CLAR vs SPY
+311.3%
-326.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +2.2% | +0.5% | +1.6% | +1.6% |
| 30D | +1.0% | -0.9% | +1.9% | +2.1% |
| 3M | +32.4% | +3.9% | +28.5% | +26.6% |
| 6M | +27.6% | +14.5% | +13.1% | +9.6% |
| YTD | +13.9% | +12.9% | +0.9% | -0.3% |
| 1Y | -1.7% | +19.4% | -21.1% | -19.3% |
| 3Y | -40.0% | +78.5% | -118.5% | -68.6% |
| 5Y | -84.8% | +81.8% | -166.6% | -92.0% |
| 10Y | -15.4% | +311.5% | -326.9% | -77.8% |
| All | -15.4% | +311.3% | -326.7% | -77.8% |
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