+15.6%
CLIP vs SPY
+84.2%
-68.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.0% | +2.0% | -1.0% | +1.0% |
| 6M | +1.9% | +13.0% | -11.1% | +1.9% |
| YTD | +2.5% | +13.5% | -11.1% | +2.5% |
| 1Y | +3.8% | +20.0% | -16.1% | +3.9% |
| 3Y | +14.4% | +77.2% | -62.8% | +14.4% |
| All | +15.6% | +84.2% | -68.7% | +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