+82.5%
CDP vs SPY
+304.1%
-221.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | -2.0% | -3.7% | +1.7% | +0.7% |
| 3M | -9.2% | -2.7% | -6.4% | -7.4% |
| 6M | +5.4% | +2.2% | +3.2% | +3.1% |
| YTD | +21.4% | +10.8% | +10.6% | +11.2% |
| 1Y | +18.1% | +11.2% | +6.9% | +7.7% |
| 3Y | +58.4% | +76.5% | -18.1% | -2.9% |
| 5Y | +44.0% | +72.9% | -29.0% | -11.0% |
| 10Y | +82.5% | +304.8% | -222.3% | -37.6% |
| All | +82.5% | +304.1% | -221.6% | -37.6% |
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