-69.4%
CLPT vs SPY
+630.8%
-700.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +3.9% |
| 7D | -7.8% | +0.1% | -7.9% | -7.2% |
| 30D | -12.5% | -3.3% | -9.2% | -8.3% |
| 3M | -35.5% | -2.4% | -33.0% | -33.0% |
| 6M | -28.5% | +2.6% | -31.0% | -30.2% |
| YTD | -33.0% | +11.2% | -44.2% | -39.6% |
| 1Y | -42.0% | +13.4% | -55.4% | -48.7% |
| 3Y | +69.2% | +79.9% | -10.7% | -1.5% |
| 5Y | -46.8% | +72.2% | -119.0% | -66.8% |
| 10Y | +99.3% | +307.3% | -208.0% | -32.0% |
| All | -69.4% | +630.8% | -700.3% | -95.4% |
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