-30.2%
CLAR vs SPY
+1,028.6%
-1,058.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +16.3% | -0.6% | +16.9% | +16.8% |
| 30D | +51.1% | -3.7% | +54.8% | +55.7% |
| 3M | +40.9% | -2.7% | +43.7% | +44.2% |
| 6M | +78.6% | +2.2% | +76.4% | +75.4% |
| YTD | +61.9% | +10.8% | +51.1% | +49.6% |
| 1Y | +51.8% | +11.2% | +40.6% | +39.8% |
| 3Y | +14.3% | +76.5% | -62.2% | -26.5% |
| 5Y | -79.3% | +72.9% | -152.3% | -86.1% |
| 10Y | +0.6% | +304.8% | -304.2% | -62.1% |
| All | -30.2% | +1,028.6% | -1,058.8% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling