+37.3%
CDC vs SPY
+72.2%
-34.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +7.3% | -3.7% | +11.0% | +9.1% |
| 3M | +2.9% | -2.7% | +5.7% | +4.1% |
| 6M | +10.0% | +2.2% | +7.8% | +8.5% |
| YTD | +21.5% | +10.8% | +10.7% | +14.9% |
| 1Y | +23.4% | +11.2% | +12.1% | +16.3% |
| 3Y | +56.0% | +76.5% | -20.5% | +14.1% |
| 5Y | +37.3% | +72.9% | -35.6% | -0.2% |
| All | +37.3% | +72.2% | -34.9% | -0.2% |
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