+18.5%
CLBT vs SPY
+136.7%
-118.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -3.4% | +0.5% | -3.9% | -3.8% |
| 30D | -28.5% | -0.9% | -27.5% | -28.1% |
| 3M | -14.7% | +3.9% | -18.6% | -17.8% |
| 6M | -25.2% | +14.5% | -39.7% | -33.8% |
| YTD | -36.5% | +12.9% | -49.4% | -43.0% |
| 1Y | -33.0% | +19.4% | -52.4% | -42.9% |
| 3Y | +45.3% | +78.5% | -33.2% | -13.0% |
| 5Y | +17.2% | +81.8% | -64.6% | -30.3% |
| All | +18.5% | +136.7% | -118.2% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling