-61.5%
CDLR vs SPY
+60.7%
-122.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.3% | -9.4% | -9.4% |
| 7D | -76.6% | -2.7% | -73.9% | -72.5% |
| 30D | -69.1% | -5.4% | -63.7% | -62.9% |
| 3M | -70.8% | -4.1% | -66.7% | -65.3% |
| 6M | -76.8% | +0.7% | -77.5% | -73.4% |
| YTD | -63.8% | +8.7% | -72.5% | -61.0% |
| 1Y | -60.6% | +10.9% | -71.4% | -58.0% |
| All | -61.5% | +60.7% | -122.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling