-38.1%
CADL vs SPY
+72.1%
-110.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.1% | -0.4% | -25.7% | -25.7% |
| 7D | -29.1% | +2.6% | -31.7% | -31.1% |
| 30D | -31.6% | -2.0% | -29.7% | -29.4% |
| 3M | -47.5% | -2.8% | -44.7% | -45.1% |
| 6M | -30.6% | +2.1% | -32.8% | -31.4% |
| YTD | +9.7% | +11.5% | -1.8% | -1.1% |
| 1Y | +34.5% | +13.5% | +21.0% | +19.1% |
| 3Y | +581.3% | +77.7% | +503.6% | +290.7% |
| All | -38.1% | +72.1% | -110.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling