-88.0%
CLIK vs SPY
+17.2%
-105.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +10.0% |
| 7D | -8.8% | -2.0% | -6.8% | -4.7% |
| 30D | -13.2% | -1.7% | -11.5% | -10.1% |
| 3M | -21.9% | +4.7% | -26.6% | -31.0% |
| 6M | -67.4% | +12.5% | -80.0% | -76.7% |
| YTD | -76.2% | +11.7% | -87.9% | -83.2% |
| 1Y | -88.0% | +17.5% | -105.4% | -92.8% |
| All | -88.0% | +17.2% | -105.2% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling