-94.7%
CDXS vs SPY
+81.0%
-175.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.9% |
| 7D | -3.4% | -0.4% | -3.0% | -2.8% |
| 30D | -4.7% | -1.4% | -3.3% | -1.9% |
| 3M | -42.1% | +3.7% | -45.8% | -46.4% |
| 6M | +14.4% | +13.0% | +1.4% | -10.3% |
| YTD | -12.3% | +12.4% | -24.7% | -30.1% |
| 1Y | -41.6% | +18.5% | -60.2% | -57.8% |
| 3Y | -16.9% | +77.6% | -94.5% | -72.2% |
| 5Y | -94.7% | +81.7% | -176.4% | -98.1% |
| All | -94.7% | +81.0% | -175.7% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling