-75.8%
CLVT vs SPY
+218.6%
-294.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -4.2% |
| 7D | +9.4% | -0.9% | +10.3% | +9.7% |
| 30D | +44.1% | -2.4% | +46.4% | +46.5% |
| 3M | +21.5% | -1.2% | +22.6% | +21.9% |
| 6M | -16.8% | +3.3% | -20.1% | -20.5% |
| YTD | -30.5% | +12.3% | -42.8% | -39.0% |
| 1Y | -35.2% | +12.4% | -47.6% | -43.2% |
| 3Y | -64.7% | +78.8% | -143.5% | -80.4% |
| 5Y | -89.8% | +75.2% | -164.9% | -94.1% |
| All | -75.8% | +218.6% | -294.4% | -90.1% |
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