-94.2%
CLIR vs SPY
+315.0%
-409.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -25.5% | -3.3% | -22.2% | -22.9% |
| 3M | -36.3% | -2.4% | -33.8% | -34.8% |
| 6M | -47.4% | +2.6% | -49.9% | -48.6% |
| YTD | -57.3% | +11.2% | -68.6% | -61.5% |
| 1Y | -74.3% | +13.4% | -87.7% | -77.3% |
| 3Y | -75.9% | +79.9% | -155.8% | -85.8% |
| 5Y | -85.1% | +72.2% | -157.2% | -90.8% |
| 10Y | -94.2% | +307.3% | -401.5% | -97.8% |
| All | -94.2% | +315.0% | -409.2% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling