-62.2%
CDLR vs SPY
+11.9%
-74.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.5% |
| 7D | -73.6% | -0.6% | -73.0% | -64.7% |
| 30D | -69.0% | -3.7% | -65.3% | -56.8% |
| 3M | -71.6% | -2.7% | -68.9% | -61.0% |
| 6M | -77.1% | +2.2% | -79.3% | -70.9% |
| YTD | -63.6% | +10.8% | -74.5% | -59.6% |
| 1Y | -62.2% | +11.2% | -73.5% | -58.4% |
| All | -62.2% | +11.9% | -74.2% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling