+150.9%
CADL vs SPY
+17.9%
+133.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.5% |
| 7D | -7.8% | -0.4% | -7.4% | -7.1% |
| 30D | +15.9% | -1.4% | +17.3% | +19.6% |
| 3M | +40.4% | +3.7% | +36.7% | +30.9% |
| 6M | +137.2% | +13.0% | +124.2% | +85.4% |
| YTD | +115.4% | +12.4% | +103.0% | +69.8% |
| All | +150.9% | +17.9% | +133.0% | +73.7% |
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