+1,236.0%
CLMB vs SPY
+306.4%
+929.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +1.8% | -0.6% | +2.4% | +2.3% |
| 30D | +29.8% | -3.7% | +33.4% | +32.8% |
| 3M | +59.1% | -2.7% | +61.9% | +61.9% |
| 6M | +114.5% | +2.2% | +112.3% | +111.7% |
| YTD | +68.0% | +10.8% | +57.1% | +57.8% |
| 1Y | +60.4% | +11.2% | +49.2% | +50.4% |
| 3Y | +305.0% | +76.5% | +228.5% | +201.6% |
| 5Y | +470.9% | +72.9% | +397.9% | +326.6% |
| All | +1,236.0% | +306.4% | +929.7% | +679.5% |
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 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