+17.0%
CDP vs SPY
+11.8%
+5.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | +0.4% |
| 30D | -2.5% | -2.7% | +0.2% | -2.1% |
| 3M | -10.7% | -1.7% | -9.0% | -10.5% |
| 6M | +5.1% | +3.1% | +2.0% | +4.5% |
| YTD | +21.0% | +11.9% | +9.1% | +17.3% |
| 1Y | +17.0% | +12.0% | +5.0% | +13.5% |
| All | +17.0% | +11.8% | +5.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling