+15.6%
CLIP vs SPY
+75.8%
-60.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | -0.2% | -4.7% | +4.5% | -0.2% |
| 30D | 0.0% | -5.9% | +5.9% | 0.0% |
| 3M | +0.3% | -4.5% | +4.9% | +0.3% |
| 6M | +1.2% | +1.8% | -0.5% | +1.3% |
| YTD | +2.5% | +8.3% | -5.9% | +2.5% |
| 1Y | +3.1% | +9.3% | -6.3% | +3.1% |
| 3Y | +13.3% | +74.9% | -61.5% | +13.4% |
| All | +15.6% | +75.8% | -60.2% | +15.7% |
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