-29.3%
CDNA vs SPY
+81.8%
-111.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | +2.7% | +0.5% | +2.2% | +1.8% |
| 30D | +7.8% | -0.9% | +8.7% | +9.4% |
| 3M | +129.2% | +3.9% | +125.3% | +115.9% |
| 6M | +181.2% | +14.5% | +166.7% | +127.3% |
| YTD | +167.0% | +12.9% | +154.1% | +120.7% |
| 1Y | +277.1% | +19.4% | +257.8% | +186.2% |
| 3Y | +515.8% | +78.5% | +437.3% | +145.8% |
| 5Y | -29.3% | +81.8% | -111.1% | -70.3% |
| All | -29.3% | +81.8% | -111.1% | -70.3% |
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