-9.4%
CLPR vs SPY
+78.0%
-87.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | +4.8% | -3.3% | +8.1% | +7.2% |
| 3M | +18.0% | -2.4% | +20.5% | +19.8% |
| 6M | +13.7% | +2.6% | +11.1% | +10.6% |
| YTD | -5.9% | +11.2% | -17.1% | -14.4% |
| 1Y | -0.8% | +13.4% | -14.2% | -11.4% |
| 3Y | -9.4% | +79.9% | -89.3% | -45.6% |
| All | -9.4% | +78.0% | -87.5% | -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