-96.8%
CDLX vs SPY
+233.0%
-329.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.5% | +14.6% | +15.1% |
| 7D | +14.8% | -0.4% | +15.1% | +15.3% |
| 30D | +12.4% | -1.4% | +13.7% | +15.2% |
| 3M | -10.3% | +3.7% | -14.0% | -16.7% |
| 6M | -42.1% | +13.0% | -55.1% | -54.9% |
| YTD | -62.9% | +12.4% | -75.3% | -70.8% |
| 1Y | -56.4% | +18.5% | -75.0% | -68.1% |
| 3Y | -97.5% | +77.6% | -175.2% | -99.2% |
| 5Y | -99.5% | +81.7% | -181.2% | -99.8% |
| All | -96.8% | +233.0% | -329.8% | -99.5% |
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 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