+507.0%
CLMT vs SPY
+781.4%
-274.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +11.3% | +0.1% | +11.2% | +11.1% |
| 30D | +32.0% | +0.1% | +31.9% | +31.8% |
| 3M | +42.0% | +2.0% | +40.0% | +39.0% |
| 6M | +81.2% | +13.0% | +68.2% | +60.9% |
| YTD | +167.4% | +13.5% | +153.8% | +136.0% |
| 1Y | +211.8% | +20.0% | +191.8% | +161.7% |
| 3Y | +184.7% | +77.2% | +107.5% | +72.6% |
| 5Y | +671.1% | +81.9% | +589.2% | +351.9% |
| 10Y | +871.3% | +314.1% | +557.2% | +199.5% |
| All | +507.0% | +781.4% | -274.5% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling