-75.6%
CLVT vs SPY
+208.3%
-284.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +41.8% | -2.7% | +44.5% | +44.9% |
| 30D | +59.2% | -5.4% | +64.6% | +67.1% |
| 3M | +26.5% | -4.1% | +30.6% | +30.9% |
| 6M | -15.8% | +0.7% | -16.5% | -17.5% |
| YTD | -29.9% | +8.7% | -38.6% | -36.4% |
| 1Y | -31.6% | +10.9% | -42.5% | -39.1% |
| 3Y | -65.4% | +75.0% | -140.4% | -80.3% |
| 5Y | -90.0% | +67.8% | -157.8% | -94.0% |
| All | -75.6% | +208.3% | -284.0% | -89.7% |
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 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