+58.4%
CDP vs SPY
+75.1%
-16.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | -1.6% | -5.4% | +3.8% | +0.6% |
| 3M | -10.8% | -4.1% | -6.7% | -9.4% |
| 6M | +5.5% | +0.7% | +4.8% | +4.9% |
| YTD | +21.7% | +8.7% | +13.0% | +16.8% |
| 1Y | +18.3% | +10.9% | +7.5% | +12.4% |
| 3Y | +58.4% | +75.0% | -16.5% | -1.0% |
| All | +58.4% | +75.1% | -16.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling