-85.1%
CLIR vs SPY
+71.5%
-156.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -1.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -25.5% | -3.3% | -22.2% | -22.6% |
| 3M | -36.3% | -2.4% | -33.8% | -34.6% |
| 6M | -47.4% | +2.6% | -49.9% | -48.8% |
| YTD | -57.3% | +11.2% | -68.6% | -62.1% |
| 1Y | -74.3% | +13.4% | -87.7% | -77.7% |
| 3Y | -75.9% | +79.9% | -155.8% | -86.8% |
| 5Y | -85.1% | +72.2% | -157.2% | -90.6% |
| All | -85.1% | +71.5% | -156.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling