+18.3%
CDX vs SPY
+84.7%
-66.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | -1.0% | +2.0% | -3.0% | -1.8% |
| 6M | -2.9% | +13.0% | -15.9% | -7.2% |
| YTD | -2.8% | +13.5% | -16.4% | -7.4% |
| 1Y | -2.9% | +20.0% | -22.8% | -9.4% |
| 3Y | +21.5% | +77.2% | -55.7% | -2.4% |
| All | +18.3% | +84.7% | -66.4% | -7.4% |
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