-94.4%
CDTG vs SPY
+19.3%
-113.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.2% | +11.3% |
| 7D | +46.0% | +0.5% | +45.5% | +43.9% |
| 30D | +8.1% | -0.9% | +9.1% | +9.4% |
| 3M | -63.6% | +3.9% | -67.5% | -65.4% |
| 6M | -85.8% | +14.5% | -100.3% | -86.3% |
| YTD | -83.3% | +12.9% | -96.2% | -83.7% |
| All | -94.4% | +19.3% | -113.7% | -93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling