+230.7%
CDL vs SPY
+328.3%
-97.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -1.1% | -2.7% | +1.6% | +0.9% |
| 30D | +7.0% | -5.4% | +12.4% | +11.2% |
| 3M | +1.8% | -4.1% | +5.9% | +4.7% |
| 6M | +7.6% | +0.7% | +6.9% | +6.4% |
| YTD | +19.6% | +8.7% | +11.0% | +11.4% |
| 1Y | +22.9% | +10.9% | +12.0% | +12.6% |
| 3Y | +64.4% | +75.0% | -10.6% | +3.3% |
| 5Y | +60.1% | +67.8% | -7.6% | +2.9% |
| 10Y | +196.4% | +312.9% | -116.5% | -4.8% |
| All | +230.7% | +328.3% | -97.6% | +4.9% |
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