-97.4%
CD vs SPY
+326.7%
-424.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.4% | -8.2% | -8.2% |
| 7D | -21.9% | -4.7% | -17.2% | -17.3% |
| 30D | -29.2% | -5.9% | -23.3% | -24.3% |
| 3M | +93.7% | -4.5% | +98.3% | +104.9% |
| 6M | +8.3% | +1.8% | +6.5% | +8.3% |
| YTD | +18.5% | +8.3% | +10.2% | +13.0% |
| 1Y | -46.3% | +9.3% | -55.6% | -48.9% |
| 3Y | +407.8% | +74.9% | +332.9% | +238.5% |
| 5Y | +80.3% | +67.3% | +13.0% | +21.7% |
| 10Y | -92.9% | +311.6% | -404.4% | -98.3% |
| All | -97.4% | +326.7% | -424.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling