-41.0%
CDXS vs SPY
+79.4%
-120.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -4.5% |
| 7D | -9.3% | -0.9% | -8.3% | -7.7% |
| 30D | -30.5% | -2.4% | -28.1% | -27.1% |
| 3M | -33.8% | -1.2% | -32.6% | -32.2% |
| 6M | -63.0% | +3.3% | -66.3% | -65.3% |
| YTD | -39.9% | +12.3% | -52.2% | -51.9% |
| 1Y | -45.6% | +12.4% | -58.0% | -56.3% |
| All | -41.0% | +79.4% | -120.3% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling