-57.7%
CDLR vs SPY
+60.2%
-117.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -71.4% | -4.4% | -67.0% | -65.8% |
| 7D | -72.3% | -4.7% | -67.5% | -66.9% |
| 30D | -66.4% | -5.9% | -60.5% | -59.5% |
| 3M | -67.4% | -4.5% | -62.9% | -61.2% |
| 6M | -74.4% | +1.8% | -76.2% | -71.0% |
| YTD | -60.2% | +8.3% | -68.5% | -56.9% |
| 1Y | -57.6% | +9.3% | -66.9% | -54.3% |
| All | -57.7% | +60.2% | -117.9% | -64.5% |
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