+793.4%
CLMB vs SPY
+313.2%
+480.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | +27.5% | +2.0% | +25.5% | +25.8% |
| 6M | +28.8% | +13.0% | +15.8% | +19.6% |
| YTD | +13.5% | +13.5% | 0.0% | +5.1% |
| 1Y | -11.1% | +20.0% | -31.0% | -20.2% |
| 3Y | +176.5% | +77.2% | +99.3% | +104.9% |
| 5Y | +349.0% | +81.9% | +267.1% | +226.7% |
| All | +793.4% | +313.2% | +480.2% | +382.4% |
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