-100.0%
CDT vs SPY
+76.8%
-176.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.9% | +2.4% | -38.2% | -36.3% |
| 7D | -40.0% | +0.1% | -40.1% | -40.0% |
| 30D | -94.2% | -3.3% | -90.8% | -94.1% |
| 3M | -100.0% | -2.4% | -97.5% | -100.0% |
| 6M | -100.0% | +2.6% | -102.6% | -100.0% |
| YTD | -100.0% | +11.2% | -111.2% | -100.0% |
| 1Y | -100.0% | +13.4% | -113.4% | -100.0% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| All | -100.0% | +76.8% | -176.8% | -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 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