-78.4%
CLVT vs SPY
+222.2%
-300.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +6.7% | +0.1% | +6.6% | +6.7% |
| 3M | -16.9% | +2.0% | -18.9% | -18.7% |
| 6M | -17.9% | +13.0% | -30.9% | -28.1% |
| YTD | -38.0% | +13.5% | -51.6% | -45.7% |
| 1Y | -51.3% | +20.0% | -71.3% | -59.6% |
| 3Y | -71.6% | +77.2% | -148.8% | -83.9% |
| 5Y | -92.1% | +81.9% | -174.0% | -95.6% |
| All | -78.4% | +222.2% | -300.6% | -91.2% |
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