+467.4%
CLM vs SPY
+1,248.4%
-781.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -8.4% | +0.1% | -8.5% | -8.4% |
| 3M | -7.4% | +2.0% | -9.4% | -8.7% |
| 6M | -2.8% | +13.0% | -15.8% | -11.1% |
| YTD | -8.6% | +13.5% | -22.2% | -16.7% |
| 1Y | -1.1% | +20.0% | -21.0% | -13.4% |
| 3Y | +40.4% | +77.2% | -36.8% | -8.0% |
| 5Y | +30.7% | +81.9% | -51.2% | -16.7% |
| 10Y | +170.7% | +314.1% | -143.3% | -2.8% |
| All | +467.4% | +1,248.4% | -781.0% | -3.5% |
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