+500.0%
CLYM vs SPY
+78.7%
+421.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +3.1% |
| 7D | +7.3% | +0.5% | +6.7% | +6.5% |
| 30D | +13.6% | -0.9% | +14.5% | +14.6% |
| 3M | +47.6% | +3.9% | +43.7% | +40.8% |
| 6M | +121.4% | +14.5% | +106.9% | +90.1% |
| YTD | +297.5% | +12.9% | +284.6% | +248.2% |
| 1Y | +543.7% | +19.4% | +524.4% | +436.0% |
| 3Y | +500.0% | +78.5% | +421.5% | +357.0% |
| All | +500.0% | +78.7% | +421.3% | +357.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling