-10.4%
CLYM vs SPY
+84.8%
-95.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.5% | -5.4% |
| 7D | -8.2% | -0.8% | -7.4% | -7.6% |
| 30D | -1.0% | -1.1% | +0.1% | -0.2% |
| 3M | +30.6% | +3.9% | +26.8% | +26.2% |
| 6M | +94.4% | +13.6% | +80.8% | +75.4% |
| YTD | +256.3% | +12.7% | +243.6% | +224.7% |
| 1Y | +493.7% | +17.5% | +476.2% | +426.4% |
| 3Y | +425.8% | +76.9% | +348.9% | +268.9% |
| 5Y | -45.2% | +83.6% | -128.8% | -62.5% |
| All | -10.4% | +84.8% | -95.1% | -42.1% |
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