-98.5%
CLIK vs SPY
+35.7%
-134.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.5% | -13.1% | -12.9% |
| 7D | -16.1% | -0.4% | -15.7% | -15.5% |
| 30D | -21.2% | -1.4% | -19.9% | -19.6% |
| 3M | -24.3% | +3.7% | -28.0% | -28.6% |
| 6M | -67.9% | +13.0% | -80.9% | -73.1% |
| YTD | -78.1% | +12.4% | -90.5% | -81.7% |
| 1Y | -89.3% | +18.5% | -107.9% | -91.6% |
| All | -98.5% | +35.7% | -134.3% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling