-97.4%
CLDX vs SPY
+2,954.7%
-3,052.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.3% | +5.3% |
| 7D | -0.8% | -2.7% | +1.9% | +2.5% |
| 30D | -1.8% | -5.4% | +3.6% | +4.7% |
| 3M | -28.1% | -4.1% | -24.0% | -24.7% |
| 6M | -13.1% | +0.7% | -13.8% | -14.1% |
| YTD | +10.0% | +8.7% | +1.3% | +0.2% |
| 1Y | +28.4% | +10.9% | +17.5% | +14.3% |
| 3Y | +1.8% | +75.0% | -73.2% | -46.3% |
| 5Y | -34.9% | +67.8% | -102.7% | -63.1% |
| 10Y | -35.6% | +312.9% | -348.4% | -87.9% |
| All | -97.4% | +2,954.7% | -3,052.1% | -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