+438.6%
CLM vs SPY
+1,216.2%
-777.6%
-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% | +0.7% | +0.6% |
| 7D | +2.7% | -0.6% | +3.3% | +3.1% |
| 30D | -4.9% | -3.7% | -1.2% | -2.2% |
| 3M | -13.5% | -2.7% | -10.8% | -11.7% |
| 6M | -11.4% | +2.2% | -13.6% | -12.8% |
| YTD | -13.3% | +10.8% | -24.1% | -19.5% |
| 1Y | -10.0% | +11.2% | -21.2% | -16.8% |
| 3Y | +49.8% | +76.5% | -26.7% | -1.5% |
| 5Y | +10.3% | +72.9% | -62.7% | -27.0% |
| 10Y | +168.4% | +304.8% | -136.4% | -1.9% |
| All | +438.6% | +1,216.2% | -777.6% | -6.8% |
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