+1,919.2%
CDNA vs SPY
+306.4%
+1,612.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -3.8% |
| 7D | -8.7% | -0.6% | -8.1% | -7.5% |
| 30D | +26.9% | -3.7% | +30.5% | +34.2% |
| 3M | +71.6% | -2.7% | +74.3% | +78.8% |
| 6M | +270.2% | +2.2% | +268.0% | +258.3% |
| YTD | +328.7% | +10.8% | +317.9% | +268.2% |
| 1Y | +383.7% | +11.2% | +372.4% | +313.4% |
| 3Y | +990.0% | +76.5% | +913.5% | +376.3% |
| 5Y | +71.1% | +72.9% | -1.8% | -19.6% |
| All | +1,919.2% | +306.4% | +1,612.9% | +295.2% |
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 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