-33.0%
CLDX vs SPY
+72.1%
-105.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | -3.5% | +2.6% | -6.1% | -6.5% |
| 30D | +3.6% | -2.0% | +5.5% | +6.3% |
| 3M | -32.3% | -2.8% | -29.6% | -29.9% |
| 6M | -11.3% | +2.1% | -13.5% | -14.0% |
| YTD | +6.1% | +11.5% | -5.3% | -7.6% |
| 1Y | +21.5% | +13.5% | +8.1% | +3.5% |
| 3Y | +6.9% | +77.7% | -70.8% | -50.0% |
| All | -33.0% | +72.1% | -105.1% | -66.1% |
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