-96.5%
CLDX vs SPY
+3,091.8%
-3,188.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 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% | +29.3% |
| 6M | +34.3% | +13.0% | +21.3% | +16.7% |
| YTD | +46.1% | +13.5% | +32.6% | +26.6% |
| 1Y | +74.2% | +20.0% | +54.2% | +41.9% |
| 3Y | +37.7% | +77.2% | -39.5% | -28.3% |
| 5Y | -26.8% | +81.9% | -108.7% | -62.2% |
| 10Y | -21.0% | +314.1% | -335.1% | -85.1% |
| All | -96.5% | +3,091.8% | -3,188.3% | -99.9% |
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 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