-100.0%
CDT vs SPY
+77.9%
-177.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.8% | -13.1% |
| 7D | -47.3% | +3.3% | -50.6% | -47.7% |
| 30D | -95.1% | -2.7% | -92.4% | -95.0% |
| 3M | -100.0% | -1.7% | -98.2% | -100.0% |
| 6M | -100.0% | +3.1% | -103.1% | -100.0% |
| YTD | -100.0% | +11.9% | -111.9% | -100.0% |
| 1Y | -100.0% | +12.0% | -112.0% | -100.0% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| All | -100.0% | +77.9% | -177.9% | -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