+189.8%
CDL vs SPY
+308.5%
-118.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.3% | +3.3% | -3.0% | -2.1% |
| 30D | +6.0% | -2.7% | +8.7% | +8.0% |
| 3M | +2.1% | -1.7% | +3.9% | +3.2% |
| 6M | +9.5% | +3.1% | +6.4% | +6.3% |
| YTD | +21.1% | +11.9% | +9.3% | +10.1% |
| 1Y | +21.5% | +12.0% | +9.5% | +10.3% |
| 3Y | +68.4% | +78.2% | -9.8% | +3.1% |
| 5Y | +61.9% | +73.2% | -11.3% | +0.3% |
| All | +189.8% | +308.5% | -118.7% | -16.4% |
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