-100.0%
CLDI vs SPY
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.8% |
| 7D | -11.2% | +2.6% | -13.8% | -12.6% |
| 30D | -28.8% | -2.0% | -26.9% | -27.7% |
| 3M | -59.6% | -2.8% | -56.8% | -58.7% |
| 6M | -80.6% | +2.1% | -82.7% | -80.7% |
| YTD | -96.7% | +11.5% | -108.2% | -96.8% |
| 1Y | -97.4% | +13.5% | -110.9% | -97.6% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +72.1% | -172.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling