-100.0%
CLDI vs SPY
+75.9%
-175.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -3.5% | +3.3% | -6.8% | -5.6% |
| 30D | -27.2% | -2.7% | -24.5% | -25.7% |
| 3M | -59.8% | -1.7% | -58.1% | -59.2% |
| 6M | -77.9% | +3.1% | -81.0% | -78.2% |
| YTD | -96.5% | +11.9% | -108.4% | -96.7% |
| 1Y | -97.3% | +12.0% | -109.3% | -97.4% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +75.9% | -175.9% | -100.0% |
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 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