-87.4%
CDLX vs SPY
+14.6%
-102.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +2.1% |
| 7D | +36.9% | -0.7% | +37.6% | +38.1% |
| 30D | -20.7% | -1.0% | -19.6% | -19.5% |
| 3M | -45.5% | -0.3% | -45.2% | -45.5% |
| 6M | -75.1% | +7.3% | -82.5% | -79.2% |
| YTD | -81.0% | +13.3% | -94.3% | -86.8% |
| 1Y | -87.4% | +14.8% | -102.2% | -91.6% |
| All | -87.4% | +14.6% | -102.0% | -91.6% |
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