+5.9%
CLM vs SPY
+67.4%
-61.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.2% | -2.7% | +2.5% | +1.9% |
| 30D | -5.9% | -5.4% | -0.5% | -2.0% |
| 3M | -15.1% | -4.1% | -11.0% | -12.4% |
| 6M | -13.6% | +0.7% | -14.3% | -14.0% |
| YTD | -15.5% | +8.7% | -24.2% | -20.5% |
| 1Y | -11.5% | +10.9% | -22.4% | -18.0% |
| 3Y | +48.3% | +75.0% | -26.7% | -1.6% |
| All | +5.9% | +67.4% | -61.4% | -29.0% |
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 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