-7.0%
CLAR vs SPY
+75.1%
-82.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +0.3% | +17.8% | +17.8% |
| 7D | +13.3% | -2.7% | +16.0% | +16.5% |
| 30D | +47.2% | -5.4% | +52.6% | +55.9% |
| 3M | +50.0% | -4.1% | +54.1% | +56.8% |
| 6M | +73.5% | +0.7% | +72.8% | +71.8% |
| YTD | +53.7% | +8.7% | +45.0% | +40.9% |
| 1Y | +59.6% | +10.9% | +48.7% | +43.3% |
| 3Y | -7.0% | +75.0% | -82.0% | -54.6% |
| All | -7.0% | +75.1% | -82.1% | -54.6% |
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