-41.3%
CLYM vs SPY
+81.0%
-122.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +11.2% | -1.4% | +12.5% | +12.3% |
| 3M | +35.2% | +3.7% | +31.5% | +31.0% |
| 6M | +107.6% | +13.0% | +94.6% | +88.6% |
| YTD | +276.3% | +12.4% | +263.9% | +244.5% |
| 1Y | +532.4% | +18.5% | +513.8% | +459.3% |
| 3Y | +467.9% | +77.6% | +390.3% | +304.4% |
| 5Y | -41.3% | +81.7% | -122.9% | -61.3% |
| All | -41.3% | +81.0% | -122.2% | -61.3% |
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