+9.2%
CD vs SPY
+72.1%
-62.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.4% | -18.3% | -18.4% |
| 7D | -17.3% | +2.6% | -19.9% | -19.2% |
| 30D | -34.8% | -2.0% | -32.8% | -32.9% |
| 3M | +24.2% | -2.8% | +27.0% | +29.0% |
| 6M | -31.0% | +2.1% | -33.1% | -31.1% |
| YTD | -14.3% | +11.5% | -25.8% | -19.6% |
| 1Y | -50.4% | +13.5% | -63.9% | -54.0% |
| 3Y | +298.1% | +77.7% | +220.4% | +224.2% |
| All | +9.2% | +72.1% | -62.9% | +0.1% |
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