+222.5%
CLMT vs SPY
+18.1%
+204.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.7% |
| 7D | +6.9% | -0.8% | +7.7% | +6.8% |
| 30D | +20.4% | -1.1% | +21.4% | +20.3% |
| 3M | +62.7% | +3.9% | +58.8% | +62.5% |
| 6M | +95.3% | +13.6% | +81.7% | +96.3% |
| YTD | +185.9% | +12.7% | +173.2% | +186.8% |
| 1Y | +222.5% | +17.5% | +205.0% | +223.1% |
| All | +222.5% | +18.1% | +204.4% | +223.1% |
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