-35.2%
CDNL vs SPY
+11.5%
-46.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | -0.4% |
| 7D | -1.1% | +0.1% | -1.2% | -0.1% |
| 30D | -27.9% | -3.3% | -24.6% | -21.7% |
| 3M | -76.2% | -2.4% | -73.8% | -74.6% |
| 6M | -71.8% | +2.6% | -74.4% | -72.4% |
| YTD | -37.0% | +11.2% | -48.3% | -44.0% |
| All | -35.2% | +11.5% | -46.7% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling