+92.6%
CDP vs SPY
+312.9%
-220.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -1.4% | -2.7% | +1.3% | +0.6% |
| 30D | -1.6% | -5.4% | +3.8% | +2.5% |
| 3M | -10.8% | -4.1% | -6.7% | -8.1% |
| 6M | +5.5% | +0.7% | +4.8% | +4.3% |
| YTD | +21.7% | +8.7% | +13.0% | +13.1% |
| 1Y | +18.3% | +10.9% | +7.5% | +8.1% |
| 3Y | +58.4% | +75.0% | -16.5% | -2.5% |
| 5Y | +43.5% | +67.8% | -24.3% | -9.2% |
| All | +92.6% | +312.9% | -220.2% | -37.7% |
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