-56.2%
CLB vs SPY
+75.1%
-131.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | -16.9% | -2.7% | -14.2% | -14.0% |
| 30D | -12.6% | -5.4% | -7.2% | -6.5% |
| 3M | -20.9% | -4.1% | -16.8% | -16.7% |
| 6M | -35.2% | +0.7% | -35.9% | -35.7% |
| YTD | -44.7% | +8.7% | -53.4% | -50.3% |
| 1Y | -42.1% | +10.9% | -52.9% | -49.2% |
| 3Y | -56.2% | +75.0% | -131.2% | -76.8% |
| All | -56.2% | +75.1% | -131.3% | -76.8% |
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 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