+100.0%
CLPT vs SPY
+318.9%
-218.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | -4.1% | -2.0% | -2.1% | -1.7% |
| 30D | -9.5% | -1.7% | -7.9% | -7.6% |
| 3M | -2.0% | +4.7% | -6.7% | -8.3% |
| 6M | +19.1% | +12.5% | +6.6% | +3.4% |
| YTD | -1.5% | +11.7% | -13.2% | -13.4% |
| 1Y | +28.0% | +17.5% | +10.5% | +6.5% |
| 3Y | +157.3% | +76.6% | +80.7% | +44.0% |
| 5Y | -28.6% | +82.0% | -110.7% | -59.8% |
| All | +100.0% | +318.9% | -218.9% | -27.2% |
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