-18.0%
CLNK vs SPY
+10.3%
-28.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -2.9% |
| 7D | -2.6% | -2.0% | -0.6% | +1.9% |
| 30D | +34.1% | -1.7% | +35.7% | +39.2% |
| 3M | +51.8% | +4.7% | +47.1% | +34.1% |
| 6M | +28.7% | +12.5% | +16.2% | -0.9% |
| All | -18.0% | +10.3% | -28.2% | -29.8% |
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