-45.8%
CRDL vs SPY
+82.3%
-128.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.4% |
| 7D | -9.3% | -0.8% | -8.6% | -8.3% |
| 30D | +31.3% | -1.1% | +32.3% | +33.2% |
| 3M | +86.4% | +3.9% | +82.6% | +77.1% |
| 6M | +84.7% | +13.6% | +71.1% | +55.0% |
| YTD | +109.1% | +12.7% | +96.4% | +77.7% |
| 1Y | +86.4% | +17.5% | +68.9% | +50.3% |
| 3Y | +113.4% | +76.9% | +36.5% | -3.3% |
| All | -45.8% | +82.3% | -128.1% | -78.9% |
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 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