-81.6%
CLAR vs SPY
+67.4%
-149.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +0.3% | +17.8% | +17.7% |
| 7D | +13.3% | -2.7% | +16.0% | +17.2% |
| 30D | +47.2% | -5.4% | +52.6% | +57.8% |
| 3M | +50.0% | -4.1% | +54.1% | +58.2% |
| 6M | +73.5% | +0.7% | +72.8% | +71.2% |
| YTD | +53.7% | +8.7% | +45.0% | +38.0% |
| 1Y | +59.6% | +10.9% | +48.7% | +39.4% |
| 3Y | -7.0% | +75.0% | -82.0% | -57.2% |
| All | -81.6% | +67.4% | -149.0% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling