-100.0%
CDT vs SPY
+77.6%
-177.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -42.5% | -0.6% | -41.9% | -42.4% |
| 7D | -54.0% | -2.0% | -52.0% | -53.7% |
| 30D | -88.4% | -1.7% | -86.7% | -88.3% |
| 3M | -95.2% | +4.7% | -99.9% | -95.2% |
| 6M | -99.8% | +12.5% | -112.3% | -99.8% |
| YTD | -99.9% | +11.7% | -111.6% | -99.9% |
| 1Y | -100.0% | +17.5% | -117.5% | -100.0% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +77.6% | -177.6% | -100.0% |
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 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