-98.5%
CDTG vs SPY
+56.8%
-155.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +45.4% | -0.4% | +45.7% | +45.4% |
| 30D | +11.1% | -1.4% | +12.5% | +12.0% |
| 3M | -59.8% | +3.7% | -63.5% | -60.5% |
| 6M | -86.0% | +13.0% | -99.0% | -86.5% |
| YTD | -84.0% | +12.4% | -96.4% | -84.5% |
| 1Y | -94.6% | +18.5% | -113.1% | -94.9% |
| All | -98.5% | +56.8% | -155.3% | -98.7% |
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