-98.8%
CDLX vs SPY
+232.7%
-331.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -1.3% |
| 7D | -24.7% | -0.9% | -23.7% | -24.1% |
| 30D | -26.3% | -2.4% | -24.0% | -24.3% |
| 3M | -56.7% | -1.2% | -55.5% | -56.6% |
| 6M | -74.7% | +3.3% | -77.9% | -76.7% |
| YTD | -85.7% | +12.3% | -97.9% | -88.9% |
| 1Y | -88.8% | +12.4% | -101.2% | -91.2% |
| 3Y | -97.3% | +78.8% | -176.1% | -99.1% |
| 5Y | -99.8% | +75.2% | -175.0% | -99.9% |
| All | -98.8% | +232.7% | -331.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling