-47.1%
CRDL vs SPY
+228.6%
-275.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.6% | -12.7% | -12.6% |
| 7D | -8.3% | -2.0% | -6.3% | -6.1% |
| 30D | +32.0% | -1.7% | +33.7% | +34.7% |
| 3M | +88.6% | +4.7% | +83.8% | +78.6% |
| 6M | +86.8% | +12.5% | +74.3% | +62.3% |
| YTD | +107.5% | +11.7% | +95.8% | +82.0% |
| 1Y | +81.7% | +17.5% | +64.2% | +50.7% |
| 3Y | +110.6% | +76.6% | +34.1% | +8.9% |
| 5Y | -51.2% | +82.0% | -133.3% | -75.3% |
| All | -47.1% | +228.6% | -275.7% | -87.3% |
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