+87.3%
CLMT vs SPY
+12.1%
+75.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -6.0% |
| 7D | -13.5% | +2.6% | -16.1% | -12.8% |
| 30D | -40.4% | -2.0% | -38.4% | -40.3% |
| 3M | -29.7% | -2.8% | -26.9% | -29.7% |
| 6M | +9.1% | +2.1% | +7.0% | +10.6% |
| YTD | +72.6% | +11.5% | +61.1% | +78.3% |
| 1Y | +87.3% | +13.5% | +73.9% | +91.3% |
| All | +87.3% | +12.1% | +75.3% | +91.3% |
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