-39.5%
CLAR vs SPY
+80.4%
-119.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +12.4% | +0.1% | +12.3% | +12.4% |
| 3M | +32.0% | +2.0% | +30.0% | +29.2% |
| 6M | +21.3% | +13.0% | +8.3% | +6.9% |
| YTD | +14.8% | +13.5% | +1.2% | +1.0% |
| 1Y | +6.7% | +20.0% | -13.2% | -11.3% |
| All | -39.5% | +80.4% | -119.9% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling