-2.4%
CLYM vs SPY
+86.2%
-88.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | +24.5% | +0.1% | +24.4% | +24.2% |
| 3M | +42.3% | +2.0% | +40.3% | +39.8% |
| 6M | +113.2% | +13.0% | +100.2% | +93.1% |
| YTD | +288.0% | +13.5% | +274.5% | +251.5% |
| 1Y | +566.1% | +20.0% | +546.1% | +481.4% |
| 3Y | +485.7% | +77.2% | +408.5% | +309.7% |
| 5Y | -43.7% | +81.9% | -125.6% | -57.6% |
| All | -2.4% | +86.2% | -88.6% | -37.3% |
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 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