-25.0%
CLPT vs SPY
+81.8%
-106.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.7% |
| 7D | -5.7% | +0.5% | -6.3% | -6.8% |
| 30D | -1.1% | -0.9% | -0.2% | +0.6% |
| 3M | +5.0% | +3.9% | +1.1% | -3.8% |
| 6M | +40.5% | +14.5% | +26.0% | +9.4% |
| YTD | +2.7% | +12.9% | -10.2% | -17.8% |
| 1Y | +28.5% | +19.4% | +9.2% | -6.6% |
| 3Y | +168.1% | +78.5% | +89.7% | +1.9% |
| 5Y | -25.0% | +81.8% | -106.8% | -70.2% |
| All | -25.0% | +81.8% | -106.8% | -70.2% |
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 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