+50.6%
CADL vs SPY
+85.9%
-35.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.9% |
| 7D | -17.5% | -0.8% | -16.7% | -16.7% |
| 30D | -1.3% | -1.1% | -0.2% | +0.2% |
| 3M | +29.2% | +3.9% | +25.4% | +24.0% |
| 6M | +106.8% | +13.6% | +93.2% | +79.8% |
| YTD | +86.6% | +12.7% | +74.0% | +64.2% |
| 1Y | +114.5% | +17.5% | +97.0% | +81.3% |
| 3Y | +778.7% | +76.9% | +701.8% | +393.4% |
| 5Y | -3.3% | +83.6% | -86.8% | -45.5% |
| All | +50.6% | +85.9% | -35.2% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling