-60.5%
CDLX vs SPY
+21.3%
-81.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -4.7% |
| 7D | -9.2% | +0.3% | -9.5% | -9.8% |
| 30D | -9.5% | +0.2% | -9.7% | -9.9% |
| 3M | -44.0% | +2.8% | -46.8% | -47.8% |
| 6M | -56.1% | +14.3% | -70.3% | -70.6% |
| YTD | -68.3% | +14.0% | -82.3% | -79.4% |
| All | -60.5% | +21.3% | -81.8% | -83.8% |
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