-46.7%
CRDL vs SPY
+231.4%
-278.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.3% |
| 7D | -9.3% | -0.8% | -8.6% | -8.4% |
| 30D | +31.3% | -1.1% | +32.3% | +33.0% |
| 3M | +86.4% | +3.9% | +82.6% | +78.3% |
| 6M | +84.7% | +13.6% | +71.1% | +58.6% |
| YTD | +109.1% | +12.7% | +96.4% | +81.6% |
| 1Y | +86.4% | +17.5% | +68.9% | +54.7% |
| 3Y | +113.4% | +76.9% | +36.5% | +10.1% |
| 5Y | -50.9% | +83.6% | -134.4% | -75.4% |
| All | -46.7% | +231.4% | -278.1% | -87.4% |
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