-60.9%
CLDX vs SPY
+307.0%
-367.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | -3.5% | +2.6% | -6.1% | -5.8% |
| 30D | +3.6% | -2.0% | +5.5% | +5.7% |
| 3M | -32.3% | -2.8% | -29.6% | -30.4% |
| 6M | -11.3% | +2.1% | -13.5% | -13.3% |
| YTD | +6.1% | +11.5% | -5.3% | -4.3% |
| 1Y | +21.5% | +13.5% | +8.1% | +7.8% |
| 3Y | +6.9% | +77.7% | -70.8% | -37.7% |
| 5Y | -31.3% | +72.6% | -103.9% | -58.6% |
| All | -60.9% | +307.0% | -367.9% | -92.9% |
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 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