-28.1%
CLDX vs SPY
+82.0%
-110.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.4% | +0.1% | -3.4% | -3.5% |
| 3M | +32.6% | +2.0% | +30.6% | +29.0% |
| 6M | +34.3% | +13.0% | +21.3% | +14.8% |
| YTD | +46.1% | +13.5% | +32.6% | +24.5% |
| 1Y | +74.2% | +20.0% | +54.2% | +38.7% |
| 3Y | +37.7% | +77.2% | -39.5% | -34.3% |
| All | -28.1% | +82.0% | -110.1% | -65.8% |
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