-75.7%
CLVT vs SPY
+207.4%
-283.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +14.3% |
| 7D | +35.5% | -4.7% | +40.2% | +41.4% |
| 30D | +58.5% | -5.9% | +64.4% | +67.3% |
| 3M | +20.1% | -4.5% | +24.6% | +24.9% |
| 6M | -15.9% | +1.8% | -17.7% | -18.4% |
| YTD | -30.2% | +8.3% | -38.6% | -36.5% |
| 1Y | -33.0% | +9.3% | -42.4% | -39.6% |
| 3Y | -66.1% | +74.9% | -140.9% | -80.7% |
| 5Y | -90.0% | +67.3% | -157.3% | -94.0% |
| All | -75.7% | +207.4% | -283.1% | -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 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