+165.6%
CLM vs SPY
+307.0%
-141.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -0.2% | +2.6% | -2.8% | -2.3% |
| 30D | -5.2% | -2.0% | -3.2% | -3.6% |
| 3M | -15.8% | -2.8% | -13.0% | -13.7% |
| 6M | -15.0% | +2.1% | -17.2% | -16.6% |
| YTD | -15.7% | +11.5% | -27.1% | -23.2% |
| 1Y | -12.3% | +13.5% | -25.7% | -21.3% |
| 3Y | +46.0% | +77.7% | -31.7% | -11.8% |
| 5Y | +4.0% | +72.6% | -68.6% | -36.2% |
| All | +165.6% | +307.0% | -141.4% | -17.4% |
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