-62.0%
CDLR vs SPY
+64.9%
-126.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -1.2% | +2.6% | -3.8% | -4.3% |
| 30D | -68.8% | -2.0% | -66.8% | -64.0% |
| 3M | -70.6% | -2.8% | -67.8% | -65.9% |
| 6M | -77.5% | +2.1% | -79.6% | -74.8% |
| YTD | -64.2% | +11.5% | -75.7% | -62.6% |
| 1Y | -64.3% | +13.5% | -77.7% | -63.1% |
| All | -62.0% | +64.9% | -126.9% | -69.2% |
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