+184.7%
CLMT vs SPY
+76.5%
+108.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.8% |
| 7D | +4.9% | -0.4% | +5.3% | +5.3% |
| 30D | +22.5% | -1.4% | +23.9% | +24.0% |
| 3M | +63.6% | +3.7% | +59.8% | +56.5% |
| 6M | +89.8% | +13.0% | +76.8% | +64.4% |
| YTD | +180.3% | +12.4% | +167.9% | +143.3% |
| 1Y | +213.4% | +18.5% | +194.9% | +153.4% |
| All | +184.7% | +76.5% | +108.2% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling