+127.2%
CDRE vs SPY
+68.9%
+58.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +7.4% | -2.7% | +10.1% | +9.4% |
| 30D | +31.0% | -5.4% | +36.4% | +36.6% |
| 3M | -6.6% | -4.1% | -2.5% | -3.7% |
| 6M | +6.4% | +0.7% | +5.7% | +5.1% |
| YTD | -19.2% | +8.7% | -27.9% | -24.9% |
| 1Y | -24.0% | +10.9% | -34.9% | -30.5% |
| 3Y | +18.0% | +75.0% | -57.0% | -24.9% |
| 5Y | +127.1% | +67.8% | +59.3% | +48.0% |
| All | +127.2% | +68.9% | +58.3% | +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 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