+373.9%
CD vs SPY
+78.0%
+295.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +1.3% |
| 7D | -5.5% | +0.1% | -5.6% | -4.7% |
| 30D | -37.1% | -3.3% | -33.7% | -31.9% |
| 3M | +105.7% | -2.4% | +108.1% | +118.9% |
| 6M | -13.4% | +2.6% | -15.9% | -15.4% |
| YTD | +9.7% | +11.2% | -1.6% | -5.5% |
| 1Y | -50.9% | +13.4% | -64.2% | -58.4% |
| 3Y | +373.9% | +79.9% | +294.0% | +267.9% |
| All | +373.9% | +78.0% | +295.9% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling