+51.7%
CD vs SPY
+72.2%
-20.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.4% |
| 7D | -9.3% | -0.6% | -8.7% | -8.1% |
| 30D | -40.1% | -3.7% | -36.4% | -37.4% |
| 3M | +81.5% | -2.7% | +84.2% | +88.2% |
| 6M | -17.5% | +2.2% | -19.7% | -17.7% |
| YTD | +4.4% | +10.8% | -6.4% | -1.5% |
| 1Y | -56.0% | +11.2% | -67.3% | -58.4% |
| 3Y | +376.1% | +76.5% | +299.7% | +289.5% |
| 5Y | +51.7% | +72.9% | -21.3% | +39.6% |
| All | +51.7% | +72.2% | -20.6% | +39.6% |
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