+1,847.0%
CDNA vs SPY
+307.0%
+1,540.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.9% |
| 7D | -0.9% | +2.6% | -3.5% | -4.4% |
| 30D | +20.4% | -2.0% | +22.4% | +24.1% |
| 3M | +64.4% | -2.8% | +67.2% | +71.4% |
| 6M | +277.9% | +2.1% | +275.7% | +266.2% |
| YTD | +313.4% | +11.5% | +301.9% | +251.9% |
| 1Y | +390.7% | +13.5% | +377.3% | +307.2% |
| 3Y | +883.3% | +77.7% | +805.6% | +325.4% |
| 5Y | +63.3% | +72.6% | -9.3% | -23.1% |
| All | +1,847.0% | +307.0% | +1,540.0% | +270.8% |
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