-99.0%
CLIK vs SPY
+35.1%
-134.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.4% | +10.6% | +10.7% |
| 7D | +13.7% | +3.3% | +10.4% | +8.5% |
| 30D | -28.5% | -2.7% | -25.8% | -25.6% |
| 3M | -44.2% | -1.7% | -42.4% | -42.8% |
| 6M | -59.2% | +3.1% | -62.3% | -61.0% |
| YTD | -85.0% | +11.9% | -96.9% | -87.4% |
| 1Y | -88.1% | +12.0% | -100.1% | -90.0% |
| All | -99.0% | +35.1% | -134.2% | -99.4% |
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