-54.5%
CLPR vs SPY
+280.2%
-334.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +4.3% | +2.6% | +1.7% | +2.1% |
| 30D | +7.6% | -2.0% | +9.6% | +9.2% |
| 3M | +6.4% | -2.8% | +9.2% | +8.5% |
| 6M | +19.8% | +2.1% | +17.7% | +16.7% |
| YTD | -2.7% | +11.5% | -14.2% | -12.4% |
| 1Y | +1.7% | +13.5% | -11.8% | -10.0% |
| 3Y | -5.7% | +77.7% | -83.4% | -44.1% |
| 5Y | -44.7% | +72.6% | -117.3% | -66.7% |
| All | -54.5% | +280.2% | -334.7% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling