+625.1%
CLMT vs SPY
+80.9%
+544.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.2% |
| 30D | +22.5% | -1.4% | +23.9% | +23.8% |
| 3M | +63.6% | +3.7% | +59.8% | +57.6% |
| 6M | +89.8% | +13.0% | +76.8% | +68.4% |
| YTD | +180.3% | +12.4% | +167.9% | +149.2% |
| 1Y | +213.4% | +18.5% | +194.9% | +164.3% |
| 3Y | +182.7% | +77.6% | +105.1% | +70.6% |
| All | +625.1% | +80.9% | +544.3% | +340.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling