+81.2%
CDP vs SPY
+313.2%
-231.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -5.9% | +0.1% | -6.0% | -6.0% |
| 3M | +10.5% | +2.0% | +8.5% | +8.5% |
| 6M | +9.9% | +13.0% | -3.1% | -0.6% |
| YTD | +28.9% | +13.5% | +15.4% | +16.1% |
| 1Y | +20.4% | +20.0% | +0.4% | +3.5% |
| 3Y | +53.2% | +77.2% | -24.0% | -6.2% |
| 5Y | +54.2% | +81.9% | -27.7% | -8.8% |
| All | +81.2% | +313.2% | -231.9% | -47.6% |
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