-53.7%
CLB vs SPY
+82.0%
-135.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.5% | +0.1% | +1.3% | +1.3% |
| 30D | +14.6% | +0.1% | +14.6% | +14.6% |
| 3M | -8.1% | +2.0% | -10.1% | -10.0% |
| 6M | -24.1% | +13.0% | -37.1% | -33.8% |
| YTD | -21.6% | +13.5% | -35.1% | -32.0% |
| 1Y | +0.8% | +20.0% | -19.2% | -17.4% |
| 3Y | -49.3% | +77.2% | -126.5% | -71.9% |
| All | -53.7% | +82.0% | -135.7% | -75.2% |
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