+55.0%
CDNL vs SPY
+13.8%
+41.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.8% |
| 7D | -4.2% | +0.1% | -4.3% | -4.5% |
| 30D | -42.4% | +0.1% | -42.5% | -42.4% |
| 3M | -42.4% | +2.0% | -44.4% | -44.4% |
| 6M | +15.6% | +13.0% | +2.6% | -4.4% |
| YTD | +50.7% | +13.5% | +37.1% | +26.5% |
| All | +55.0% | +13.8% | +41.2% | +29.0% |
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