-96.4%
CD vs SPY
+313.2%
-409.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.2% |
| 7D | +24.8% | +0.1% | +24.7% | +24.8% |
| 30D | +33.9% | +0.1% | +33.8% | +33.8% |
| 3M | -37.5% | +2.0% | -39.5% | -38.4% |
| 6M | -48.9% | +13.0% | -61.9% | -53.8% |
| YTD | -18.1% | +13.5% | -31.7% | -25.8% |
| 1Y | -26.0% | +20.0% | -46.0% | -35.0% |
| 3Y | +160.9% | +77.2% | +83.7% | +74.6% |
| 5Y | +21.7% | +81.9% | -60.2% | -21.2% |
| All | -96.4% | +313.2% | -409.6% | -98.9% |
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 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