+23.0%
CLDT vs SPY
+81.8%
-58.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -1.9% |
| 7D | -2.8% | +0.5% | -3.3% | -3.3% |
| 30D | +1.0% | -0.9% | +2.0% | +2.0% |
| 3M | +11.2% | +3.9% | +7.3% | +6.4% |
| 6M | +61.7% | +14.5% | +47.1% | +39.2% |
| YTD | +90.6% | +12.9% | +77.7% | +66.6% |
| 1Y | +82.1% | +19.4% | +62.7% | +49.7% |
| 3Y | +45.3% | +78.5% | -33.1% | -22.3% |
| 5Y | +23.0% | +81.8% | -58.8% | -36.4% |
| All | +23.0% | +81.8% | -58.8% | -36.4% |
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