+171.3%
CDC vs SPY
+307.0%
-135.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +2.1% | +2.6% | -0.5% | +0.7% |
| 30D | +6.4% | -2.0% | +8.4% | +7.4% |
| 3M | +1.8% | -2.8% | +4.6% | +3.2% |
| 6M | +11.2% | +2.1% | +9.1% | +9.6% |
| YTD | +22.3% | +11.5% | +10.8% | +14.9% |
| 1Y | +23.0% | +13.5% | +9.5% | +14.5% |
| 3Y | +57.0% | +77.7% | -20.7% | +13.8% |
| 5Y | +37.9% | +72.6% | -34.7% | +0.4% |
| All | +171.3% | +307.0% | -135.8% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling