-55.7%
CLPR vs SPY
+269.4%
-325.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +2.9% |
| 7D | +4.1% | -4.7% | +8.8% | +8.3% |
| 30D | +4.8% | -5.9% | +10.7% | +10.1% |
| 3M | +24.4% | -4.5% | +28.9% | +28.9% |
| 6M | +9.7% | +1.8% | +7.9% | +7.0% |
| YTD | -5.3% | +8.3% | -13.6% | -12.6% |
| 1Y | -3.3% | +9.3% | -12.7% | -11.7% |
| 3Y | -9.4% | +74.9% | -84.3% | -45.6% |
| 5Y | -49.9% | +67.3% | -117.1% | -68.9% |
| All | -55.7% | +269.4% | -325.1% | -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 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