+76.4%
CADL vs SPY
+14.6%
+61.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | -0.6% |
| 7D | +4.4% | -0.7% | +5.1% | +5.9% |
| 30D | -11.5% | -1.0% | -10.5% | -9.5% |
| 3M | -13.9% | -0.3% | -13.6% | -12.9% |
| 6M | +20.2% | +7.3% | +12.8% | +5.3% |
| YTD | +60.2% | +13.3% | +46.9% | +25.2% |
| 1Y | +76.4% | +14.8% | +61.6% | +35.7% |
| All | +76.4% | +14.6% | +61.8% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling