-53.5%
CLPT vs SPY
+646.0%
-699.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | -10.2% | +0.1% | -10.3% | -10.4% |
| 30D | +6.1% | +0.1% | +6.0% | +6.1% |
| 3M | -2.5% | +2.0% | -4.5% | -5.2% |
| 6M | +56.2% | +13.0% | +43.1% | +36.5% |
| YTD | +2.0% | +13.5% | -11.5% | -11.0% |
| 1Y | +26.0% | +20.0% | +6.0% | +4.0% |
| 3Y | +143.2% | +77.2% | +66.0% | +42.2% |
| 5Y | -28.4% | +81.9% | -110.3% | -57.8% |
| 10Y | +139.9% | +314.1% | -174.2% | -20.8% |
| All | -53.5% | +646.0% | -699.5% | -93.2% |
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 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