-90.0%
CLVT vs SPY
+67.0%
-157.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +15.4% |
| 7D | +35.5% | -4.7% | +40.2% | +43.0% |
| 30D | +58.5% | -5.9% | +64.4% | +69.6% |
| 3M | +20.1% | -4.5% | +24.6% | +26.0% |
| 6M | -15.9% | +1.8% | -17.7% | -19.4% |
| YTD | -30.2% | +8.3% | -38.6% | -38.5% |
| 1Y | -33.0% | +9.3% | -42.4% | -41.8% |
| 3Y | -66.1% | +74.9% | -140.9% | -84.8% |
| 5Y | -90.0% | +67.3% | -157.3% | -94.8% |
| All | -90.0% | +67.0% | -157.0% | -94.8% |
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