+18.5%
CLBT vs SPY
+138.0%
-119.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -26.8% | +0.1% | -26.8% | -27.0% |
| 3M | -19.9% | +2.0% | -21.9% | -21.5% |
| 6M | -19.1% | +13.0% | -32.2% | -27.7% |
| YTD | -36.5% | +13.5% | -50.0% | -43.2% |
| 1Y | -30.1% | +20.0% | -50.0% | -40.6% |
| 3Y | +40.0% | +77.2% | -37.2% | -15.7% |
| 5Y | +4.1% | +81.9% | -77.8% | -38.2% |
| All | +18.5% | +138.0% | -119.5% | -36.3% |
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