-31.6%
CLYM vs SPY
+83.5%
-115.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.0% |
| 7D | +22.5% | +3.3% | +19.3% | +19.4% |
| 30D | +5.4% | -2.7% | +8.1% | +8.1% |
| 3M | -24.5% | -1.7% | -22.7% | -23.3% |
| 6M | -2.7% | +3.1% | -5.8% | -5.0% |
| YTD | +171.7% | +11.9% | +159.9% | +149.6% |
| 1Y | +466.1% | +12.0% | +454.2% | +419.7% |
| 3Y | +318.1% | +78.2% | +239.9% | +193.7% |
| 5Y | -39.4% | +73.2% | -112.6% | -55.1% |
| All | -31.6% | +83.5% | -115.1% | -55.5% |
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