-92.3%
CLIR vs SPY
+311.3%
-403.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.5% | +10.8% | +10.8% |
| 7D | +3.9% | +0.5% | +3.3% | +3.2% |
| 30D | +14.9% | -0.9% | +15.9% | +15.7% |
| 3M | +3.9% | +3.9% | 0.0% | -0.5% |
| 6M | -20.2% | +14.5% | -34.7% | -29.9% |
| YTD | -23.0% | +12.9% | -36.0% | -31.7% |
| 1Y | -26.9% | +19.4% | -46.3% | -38.2% |
| 3Y | -56.5% | +78.5% | -134.9% | -74.4% |
| 5Y | -80.8% | +81.8% | -162.6% | -88.8% |
| 10Y | -92.3% | +311.5% | -403.8% | -97.5% |
| All | -92.3% | +311.3% | -403.6% | -97.5% |
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