+57.2%
CLDT vs SPY
+738.0%
-680.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +7.4% | +3.3% | +4.1% | +3.5% |
| 30D | +16.5% | -2.7% | +19.2% | +19.8% |
| 3M | +29.0% | -1.7% | +30.7% | +31.0% |
| 6M | +66.5% | +3.1% | +63.4% | +59.1% |
| YTD | +144.9% | +11.9% | +133.0% | +112.2% |
| 1Y | +146.0% | +12.0% | +134.0% | +112.8% |
| 3Y | +92.0% | +78.2% | +13.8% | -4.2% |
| 5Y | +44.9% | +73.2% | -28.3% | -25.2% |
| 10Y | +20.8% | +309.6% | -288.9% | -74.1% |
| All | +57.2% | +738.0% | -680.8% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling