-100.0%
CLRB vs SPY
+315.0%
-415.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | 0.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -11.7% | -3.3% | -8.4% | -8.4% |
| 3M | -50.2% | -2.4% | -47.8% | -49.0% |
| 6M | -58.7% | +2.6% | -61.3% | -59.6% |
| YTD | -56.6% | +11.2% | -67.9% | -60.7% |
| 1Y | -62.2% | +13.4% | -75.6% | -66.3% |
| 3Y | -97.8% | +79.9% | -177.7% | -98.8% |
| 5Y | -99.5% | +72.2% | -171.7% | -99.7% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +315.0% | -415.0% | -100.0% |
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