-64.2%
CDXS vs SPY
+322.5%
-386.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.9% |
| 30D | -8.1% | -1.1% | -7.1% | -6.5% |
| 3M | -39.0% | +3.9% | -42.9% | -42.8% |
| 6M | +15.7% | +13.6% | +2.1% | -5.0% |
| YTD | -9.8% | +12.7% | -22.5% | -24.6% |
| 1Y | -39.8% | +17.5% | -57.3% | -52.5% |
| 3Y | -16.5% | +76.9% | -93.4% | -62.7% |
| 5Y | -94.5% | +83.6% | -178.1% | -97.5% |
| All | -64.2% | +322.5% | -386.7% | -94.0% |
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