+716.7%
CLMT vs SPY
+307.0%
+409.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.5% |
| 7D | -13.5% | +2.6% | -16.1% | -15.8% |
| 30D | -40.4% | -2.0% | -38.4% | -39.5% |
| 3M | -29.7% | -2.8% | -26.9% | -28.2% |
| 6M | +9.1% | +2.1% | +7.0% | +5.5% |
| YTD | +72.6% | +11.5% | +61.1% | +50.8% |
| 1Y | +87.3% | +13.5% | +73.9% | +60.6% |
| 3Y | +125.2% | +77.7% | +47.5% | +22.6% |
| 5Y | +140.7% | +72.6% | +68.1% | +33.6% |
| All | +716.7% | +307.0% | +409.7% | +127.4% |
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