+28.9%
CLBT vs SPY
+127.8%
-98.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | +2.5% | -2.7% | +5.2% | +4.7% |
| 30D | +10.9% | -5.4% | +16.3% | +16.0% |
| 3M | -19.5% | -4.1% | -15.4% | -17.0% |
| 6M | -5.5% | +0.7% | -6.2% | -6.7% |
| YTD | -30.9% | +8.7% | -39.6% | -36.1% |
| 1Y | -18.4% | +10.9% | -29.3% | -26.1% |
| 3Y | +72.4% | +75.0% | -2.6% | +4.7% |
| 5Y | +19.1% | +67.8% | -48.7% | -25.3% |
| All | +28.9% | +127.8% | -98.9% | -28.3% |
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