+162.6%
CD vs SPY
+77.4%
+85.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.5% |
| 7D | +24.8% | +0.1% | +24.7% | +24.8% |
| 30D | +33.9% | +0.1% | +33.8% | +33.6% |
| 3M | -37.5% | +2.0% | -39.5% | -39.3% |
| 6M | -48.9% | +13.0% | -61.9% | -58.1% |
| YTD | -18.1% | +13.5% | -31.7% | -32.8% |
| 1Y | -26.0% | +20.0% | -46.0% | -42.6% |
| All | +162.6% | +77.4% | +85.2% | +21.8% |
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