-3.3%
CLM vs SPY
+17.2%
-20.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.7% | -2.0% | -0.7% | -1.0% |
| 30D | -11.5% | -1.7% | -9.9% | -10.2% |
| 3M | -6.9% | +4.7% | -11.6% | -10.3% |
| 6M | -4.0% | +12.5% | -16.5% | -13.5% |
| YTD | -10.8% | +11.7% | -22.5% | -19.2% |
| 1Y | -3.3% | +17.5% | -20.8% | -15.3% |
| All | -3.3% | +17.2% | -20.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling