+2,334.2%
CDP vs SPY
+3,091.8%
-757.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +9.9% | +13.0% | -3.1% | -1.3% |
| YTD | +28.9% | +13.5% | +15.4% | +15.2% |
| 1Y | +20.4% | +20.0% | +0.4% | +2.5% |
| 3Y | +53.2% | +77.2% | -24.0% | -7.6% |
| 5Y | +54.2% | +81.9% | -27.7% | -10.4% |
| 10Y | +85.1% | +314.1% | -228.9% | -46.7% |
| All | +2,334.2% | +3,091.8% | -757.6% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling