+82.6%
CADL vs SPY
+87.3%
-4.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +22.2% | +0.1% | +22.1% | +22.4% |
| 3M | +37.9% | +2.0% | +35.9% | +35.3% |
| 6M | +158.2% | +13.0% | +145.2% | +125.7% |
| YTD | +126.2% | +13.5% | +112.7% | +97.2% |
| 1Y | +161.1% | +20.0% | +141.1% | +115.5% |
| 3Y | +956.2% | +77.2% | +879.0% | +492.1% |
| 5Y | +56.8% | +81.9% | -25.1% | -8.4% |
| All | +82.6% | +87.3% | -4.8% | -10.4% |
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 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