+121.0%
CLMT vs SPY
+14.6%
+106.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.5% | -7.6% |
| 7D | -12.6% | -0.7% | -11.9% | -12.6% |
| 30D | -22.2% | -1.0% | -21.1% | -22.2% |
| 3M | +4.9% | -0.3% | +5.2% | +5.1% |
| 6M | +27.7% | +7.3% | +20.3% | +29.7% |
| YTD | +119.4% | +13.3% | +106.1% | +124.3% |
| 1Y | +121.0% | +14.8% | +106.2% | +123.1% |
| All | +121.0% | +14.6% | +106.3% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling