-98.2%
CD vs SPY
+347.3%
-445.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.2% |
| 7D | +24.8% | +0.1% | +24.7% | +24.8% |
| 30D | +33.9% | +0.1% | +33.8% | +33.7% |
| 3M | -37.5% | +2.0% | -39.5% | -38.4% |
| 6M | -48.9% | +13.0% | -61.9% | -54.1% |
| YTD | -18.1% | +13.5% | -31.7% | -26.2% |
| 1Y | -26.0% | +20.0% | -46.0% | -35.5% |
| 3Y | +160.9% | +77.2% | +83.7% | +68.5% |
| 5Y | +21.7% | +81.9% | -60.2% | -25.0% |
| 10Y | -95.4% | +314.1% | -409.4% | -98.9% |
| All | -98.2% | +347.3% | -445.5% | -99.6% |
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 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