-100.0%
CLRB vs SPY
+782.1%
-882.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.5% |
| 7D | +3.3% | -2.7% | +6.0% | +5.1% |
| 30D | -17.2% | -5.4% | -11.8% | -14.1% |
| 3M | -50.4% | -4.1% | -46.3% | -49.1% |
| 6M | -64.6% | +0.7% | -65.3% | -64.6% |
| YTD | -57.6% | +8.7% | -66.3% | -59.4% |
| 1Y | -63.6% | +10.9% | -74.4% | -65.4% |
| 3Y | -98.3% | +75.0% | -173.3% | -98.8% |
| 5Y | -99.6% | +67.8% | -167.3% | -99.7% |
| 10Y | -100.0% | +312.9% | -412.8% | -100.0% |
| All | -100.0% | +782.1% | -882.1% | -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 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