+1,002.2%
CDNA vs SPY
+322.5%
+679.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.8% |
| 7D | -1.2% | -0.8% | -0.5% | -0.1% |
| 30D | +6.2% | -1.1% | +7.3% | +7.9% |
| 3M | +112.4% | +3.9% | +108.6% | +101.2% |
| 6M | +193.1% | +13.6% | +179.5% | +142.9% |
| YTD | +166.8% | +12.7% | +154.1% | +123.9% |
| 1Y | +271.5% | +17.5% | +254.0% | +193.6% |
| 3Y | +503.4% | +76.9% | +426.5% | +164.4% |
| 5Y | -27.7% | +83.6% | -111.2% | -68.6% |
| All | +1,002.2% | +322.5% | +679.7% | +109.2% |
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