-90.7%
CLIR vs SPY
+611.9%
-702.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -12.5% | +0.1% | -12.6% | -12.6% |
| 30D | +0.5% | +0.1% | +0.5% | +0.3% |
| 3M | -8.6% | +2.0% | -10.6% | -10.6% |
| 6M | -27.6% | +13.0% | -40.6% | -35.5% |
| YTD | -30.2% | +13.5% | -43.7% | -38.2% |
| 1Y | -32.6% | +20.0% | -52.6% | -43.1% |
| 3Y | -61.7% | +77.2% | -138.9% | -77.2% |
| 5Y | -82.2% | +81.9% | -164.1% | -89.6% |
| 10Y | -92.8% | +314.1% | -406.9% | -97.9% |
| All | -90.7% | +611.9% | -702.6% | -98.0% |
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