-99.6%
CLRB vs SPY
+67.4%
-166.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.3% |
| 7D | +3.3% | -2.7% | +6.0% | +6.7% |
| 30D | -17.2% | -5.4% | -11.8% | -11.2% |
| 3M | -50.4% | -4.1% | -46.3% | -47.9% |
| 6M | -64.6% | +0.7% | -65.3% | -64.8% |
| YTD | -57.6% | +8.7% | -66.3% | -61.3% |
| 1Y | -63.6% | +10.9% | -74.4% | -67.3% |
| 3Y | -98.3% | +75.0% | -173.3% | -99.1% |
| All | -99.6% | +67.4% | -166.9% | -99.7% |
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