+828.1%
CLMT vs SPY
+322.5%
+505.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.2% |
| 7D | +6.9% | -0.8% | +7.7% | +7.7% |
| 30D | +20.4% | -1.1% | +21.4% | +21.5% |
| 3M | +62.7% | +3.9% | +58.8% | +55.5% |
| 6M | +95.3% | +13.6% | +81.7% | +68.8% |
| YTD | +185.9% | +12.7% | +173.2% | +148.5% |
| 1Y | +222.5% | +17.5% | +205.0% | +167.6% |
| 3Y | +190.4% | +76.9% | +113.5% | +59.0% |
| 5Y | +639.6% | +83.6% | +556.0% | +282.1% |
| All | +828.1% | +322.5% | +505.7% | +75.1% |
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 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